-92.0%
FRMI vs AMBA
-25.9%
-66.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -1.5% | +28.2% | +27.1% |
| 7D | +66.2% | +2.7% | +63.6% | +65.0% |
| 30D | -17.4% | -2.2% | -15.2% | -16.6% |
| 3M | -60.5% | -26.6% | -33.8% | -57.4% |
| 6M | -56.5% | -26.8% | -29.7% | -54.5% |
| YTD | -67.4% | -15.1% | -52.2% | -68.6% |
| 1Y | -85.1% | -32.3% | -52.8% | -85.8% |
| All | -92.0% | -25.9% | -66.1% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling