-94.9%
FRMI vs AMDL
+367.5%
-462.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +26.8% | -21.0% | -1.8% |
| 7D | -24.7% | +10.3% | -35.0% | -28.6% |
| 30D | -51.6% | -38.3% | -13.3% | -46.3% |
| 3M | -73.1% | -8.7% | -64.4% | -73.2% |
| 6M | -68.3% | -14.4% | -53.9% | -69.5% |
| YTD | -79.3% | +206.9% | -286.2% | -86.1% |
| 1Y | -93.2% | +144.4% | -237.6% | -95.3% |
| All | -94.9% | +367.5% | -462.4% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling