-94.4%
FRMI vs AMBA
-23.0%
-71.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +3.5% | +14.0% | +16.5% |
| 7D | -0.5% | +2.6% | -3.1% | -0.8% |
| 30D | -44.3% | -3.6% | -40.7% | -43.5% |
| 3M | -74.6% | -24.6% | -50.0% | -72.8% |
| 6M | -66.3% | -21.6% | -44.7% | -65.5% |
| YTD | -77.4% | -11.8% | -65.6% | -78.5% |
| 1Y | -91.7% | -33.2% | -58.6% | -92.1% |
| All | -94.4% | -23.0% | -71.4% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling