-92.0%
FRMI vs AME
+30.3%
-122.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.4% | +26.3% | +26.3% |
| 7D | +66.2% | +5.9% | +60.4% | +58.4% |
| 30D | -17.4% | -1.9% | -15.5% | -15.3% |
| 3M | -60.5% | -5.4% | -55.1% | -58.5% |
| 6M | -56.5% | +4.9% | -61.4% | -56.1% |
| YTD | -67.4% | +18.5% | -85.8% | -65.7% |
| 1Y | -85.1% | +25.5% | -110.6% | -83.4% |
| All | -92.0% | +30.3% | -122.3% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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