-83.0%
FRMI vs AMDL
+477.1%
-560.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.0% | -9.2% | -4.7% |
| 7D | +15.9% | +29.0% | -13.0% | +8.8% |
| 30D | -6.0% | +19.1% | -25.0% | -10.1% |
| 3M | -1.6% | +1.8% | -3.4% | -5.9% |
| 6M | -30.7% | +374.4% | -405.1% | -55.8% |
| YTD | -30.9% | +278.9% | -309.8% | -55.1% |
| All | -83.0% | +477.1% | -560.1% | -87.3% |
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