-83.1%
FRMI vs AMRZ
-14.5%
-68.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.4% | -7.5% | +15.0% | +9.9% |
| 30D | -27.6% | -12.4% | -15.2% | -24.5% |
| 3M | -20.9% | -22.4% | +1.5% | -14.1% |
| 6M | -36.6% | -29.5% | -7.1% | -30.3% |
| YTD | -31.3% | -24.1% | -7.1% | -26.6% |
| All | -83.1% | -14.5% | -68.6% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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