+13.6%
AA vs FRSH
-72.0%
+85.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.5% | +4.5% |
| 7D | +1.7% | -10.1% | +11.8% | +3.8% |
| 30D | +3.3% | +2.2% | +1.1% | +2.5% |
| 3M | -29.4% | +28.6% | -58.0% | -33.8% |
| 6M | -12.8% | +40.2% | -53.0% | -20.5% |
| YTD | -2.1% | -1.2% | -0.9% | -4.3% |
| 1Y | +62.8% | -7.9% | +70.7% | +61.4% |
| 3Y | +90.5% | -44.7% | +135.2% | +106.0% |
| All | +13.6% | -72.0% | +85.6% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling