-7.0%
ABT vs FRSH
-72.4%
+65.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -4.7% | -9.6% | +4.8% | -4.1% |
| 30D | -3.1% | -0.4% | -2.7% | -3.2% |
| 3M | +16.1% | +27.2% | -11.0% | +14.1% |
| 6M | -5.3% | +42.2% | -47.5% | -7.8% |
| YTD | -14.4% | -2.6% | -11.8% | -14.7% |
| 1Y | -18.4% | -10.2% | -8.2% | -18.3% |
| 3Y | +11.2% | -45.5% | +56.7% | +14.6% |
| All | -7.0% | -72.4% | +65.5% | -4.4% |
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