-40.5%
ACI vs FRSH
-72.4%
+31.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.4% |
| 7D | -5.0% | -9.6% | +4.5% | -4.9% |
| 30D | -2.3% | -0.4% | -1.9% | -2.3% |
| 3M | -23.2% | +27.2% | -50.4% | -23.4% |
| 6M | -29.5% | +42.2% | -71.7% | -29.7% |
| YTD | -28.6% | -2.6% | -26.0% | -28.6% |
| 1Y | -34.0% | -10.2% | -23.9% | -34.0% |
| 3Y | -45.0% | -45.5% | +0.6% | -45.0% |
| All | -40.5% | -72.4% | +31.9% | -48.5% |
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