-82.4%
FRMI vs AMDL
+444.2%
-526.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +11.7% | -0.2% | +8.6% |
| 7D | +23.3% | +19.9% | +3.4% | +18.0% |
| 30D | -7.6% | +6.3% | -13.9% | -9.1% |
| 3M | +0.2% | -9.9% | +10.1% | -1.3% |
| 6M | -28.7% | +394.3% | -423.0% | -54.9% |
| YTD | -28.6% | +257.3% | -285.9% | -52.9% |
| All | -82.4% | +444.2% | -526.6% | -86.7% |
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