-93.7%
FRMI vs AMDL
+513.8%
-607.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +11.9% | +1.9% | +10.3% |
| 7D | +34.6% | +103.5% | -68.9% | +8.9% |
| 30D | -44.6% | -18.3% | -26.3% | -43.2% |
| 3M | -72.9% | +20.1% | -93.0% | -75.0% |
| 6M | -62.3% | +15.9% | -78.2% | -66.7% |
| YTD | -74.3% | +303.0% | -377.3% | -84.0% |
| 1Y | -90.5% | +164.0% | -254.5% | -94.0% |
| All | -93.7% | +513.8% | -607.5% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling