-95.2%
FRMI vs AMBA
-27.9%
-67.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +1.0% |
| 7D | -39.8% | -7.2% | -32.6% | -38.4% |
| 30D | -60.5% | -10.4% | -50.1% | -59.2% |
| 3M | -74.6% | -30.1% | -44.5% | -72.3% |
| 6M | -71.8% | -22.4% | -49.3% | -71.3% |
| YTD | -80.4% | -17.3% | -63.0% | -81.0% |
| 1Y | -93.9% | -35.4% | -58.5% | -94.0% |
| All | -95.2% | -27.9% | -67.3% | -95.2% |
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