-82.4%
FRMI vs AMRZ
-11.5%
-70.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -4.3% | +15.8% | +12.9% |
| 7D | +23.3% | -2.0% | +25.3% | +23.8% |
| 30D | -7.6% | -9.8% | +2.2% | -4.5% |
| 3M | +0.2% | -17.2% | +17.4% | +5.9% |
| 6M | -28.7% | -26.9% | -1.8% | -22.6% |
| YTD | -28.6% | -21.5% | -7.2% | -24.6% |
| All | -82.4% | -11.5% | -70.9% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling