+365.7%
ALAB vs FRSH
-34.0%
+399.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.0% | -5.6% |
| 7D | +3.2% | -10.1% | +13.3% | +6.0% |
| 30D | -13.6% | +2.2% | -15.8% | -14.4% |
| 3M | -16.6% | +28.6% | -45.2% | -24.0% |
| 6M | +142.3% | +40.2% | +102.1% | +109.1% |
| YTD | +73.6% | -1.2% | +74.9% | +69.9% |
| 1Y | +33.7% | -7.9% | +41.6% | +33.9% |
| All | +365.7% | -34.0% | +399.7% | +341.4% |
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