-83.4%
FRMI vs AME
+25.9%
-109.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.0% |
| 7D | +10.9% | 0.0% | +10.9% | +11.0% |
| 30D | -24.3% | -8.6% | -15.7% | -20.1% |
| 3M | -21.8% | +5.8% | -27.5% | -21.1% |
| 6M | -33.0% | +3.8% | -36.9% | -33.1% |
| YTD | -32.6% | +14.4% | -47.1% | -28.9% |
| All | -83.4% | +25.9% | -109.4% | -80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling