-37.1%
AAL vs FRSH
-72.0%
+34.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.3% | -0.3% |
| 7D | -0.3% | -10.1% | +9.8% | +2.5% |
| 30D | -19.0% | +2.2% | -21.2% | -19.8% |
| 3M | -5.1% | +28.6% | -33.7% | -12.1% |
| 6M | +15.5% | +40.2% | -24.7% | +3.2% |
| YTD | -15.8% | -1.2% | -14.6% | -17.6% |
| 1Y | -0.3% | -7.9% | +7.6% | -0.8% |
| 3Y | -7.7% | -44.7% | +37.1% | +2.0% |
| All | -37.1% | -72.0% | +34.9% | -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 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