-93.2%
FRMI vs AMCR
+32.3%
-125.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.3% | -13.8% | -11.3% |
| 7D | -39.7% | +6.2% | -46.0% | -40.8% |
| 30D | -55.2% | +16.0% | -71.2% | -57.4% |
| 3M | -71.2% | +4.4% | -75.5% | -71.6% |
| 6M | -64.1% | +35.5% | -99.6% | -68.0% |
| YTD | -77.2% | +21.5% | -98.8% | -79.2% |
| 1Y | -93.2% | +30.7% | -123.9% | -93.5% |
| All | -93.2% | +32.3% | -125.4% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling