-85.1%
FRMI vs AMDL
+130.1%
-215.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -17.6% | +44.3% | +32.4% |
| 7D | +66.2% | +37.2% | +29.0% | +45.0% |
| 30D | -17.4% | -24.0% | +6.6% | -14.7% |
| 3M | -60.5% | -1.0% | -59.4% | -62.8% |
| 6M | -56.5% | -3.2% | -53.3% | -62.0% |
| YTD | -67.4% | +232.2% | -299.6% | -85.4% |
| 1Y | -85.1% | +137.7% | -222.8% | -91.1% |
| All | -85.1% | +130.1% | -215.2% | -91.1% |
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