-83.0%
FRMI vs AME
+27.0%
-110.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -2.8% |
| 7D | +15.9% | +1.3% | +14.6% | +15.1% |
| 30D | -6.0% | -6.6% | +0.6% | -1.8% |
| 3M | -1.6% | +3.0% | -4.6% | -0.9% |
| 6M | -30.7% | +5.3% | -36.0% | -31.1% |
| YTD | -30.9% | +15.4% | -46.3% | -27.5% |
| All | -83.0% | +27.0% | -110.0% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling