-40.3%
ACN vs FRSH
-72.5%
+32.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -1.5% | -6.6% | +5.1% | +0.1% |
| 30D | +2.1% | +2.1% | 0.0% | +1.5% |
| 3M | +11.1% | +29.0% | -17.9% | +5.0% |
| 6M | -6.8% | +48.6% | -55.5% | -14.4% |
| YTD | -30.0% | -2.9% | -27.1% | -30.5% |
| 1Y | -23.1% | -7.9% | -15.2% | -23.0% |
| 3Y | -40.4% | -46.5% | +6.1% | -36.2% |
| All | -40.3% | -72.5% | +32.2% | -38.3% |
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