+6.0%
AA vs FRSH
-72.6%
+78.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.7% |
| 7D | -5.4% | -11.2% | +5.8% | -3.2% |
| 30D | -10.7% | -0.8% | -9.9% | -10.9% |
| 3M | -26.2% | +26.4% | -52.6% | -30.5% |
| 6M | -20.9% | +48.4% | -69.3% | -28.8% |
| YTD | -8.6% | -3.1% | -5.5% | -10.3% |
| 1Y | +57.4% | -8.7% | +66.1% | +56.3% |
| 3Y | +77.8% | -45.8% | +123.6% | +93.1% |
| All | +6.0% | -72.6% | +78.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling