-37.4%
AAL vs FRSH
-72.6%
+35.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.9% | -11.2% | +10.2% | +2.3% |
| 30D | -16.0% | -0.8% | -15.1% | -16.1% |
| 3M | -4.2% | +26.4% | -30.7% | -10.9% |
| 6M | +15.7% | +48.4% | -32.7% | +1.7% |
| YTD | -16.2% | -3.1% | -13.1% | -17.6% |
| 1Y | +0.2% | -8.7% | +8.9% | 0.0% |
| 3Y | -8.1% | -45.8% | +37.7% | +2.1% |
| All | -37.4% | -72.6% | +35.2% | -40.4% |
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