-45.7%
ACI vs FRSH
-46.5%
+0.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -7.1% | -11.2% | +4.1% | -6.6% |
| 30D | -4.5% | -0.8% | -3.7% | -4.5% |
| 3M | -22.3% | +26.4% | -48.7% | -22.7% |
| 6M | -28.4% | +48.4% | -76.8% | -29.0% |
| YTD | -29.5% | -3.1% | -26.4% | -29.4% |
| 1Y | -34.2% | -8.7% | -25.5% | -34.0% |
| All | -45.7% | -46.5% | +0.8% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling