-84.3%
FRMI vs AMDL
+387.3%
-471.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.2% | -3.8% | +3.1% |
| 7D | +2.4% | +4.5% | -2.1% | +1.3% |
| 30D | -17.3% | -4.4% | -12.9% | -16.5% |
| 3M | -17.2% | -30.5% | +13.3% | -13.7% |
| 6M | -43.4% | +300.9% | -344.2% | -62.3% |
| YTD | -36.0% | +219.9% | -255.9% | -56.6% |
| All | -84.3% | +387.3% | -471.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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