-44.0%
ALB vs FRSH
-72.5%
+28.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -6.6% | -6.6% | 0.0% | -5.0% |
| 30D | -8.1% | +2.1% | -10.2% | -8.9% |
| 3M | -25.7% | +29.0% | -54.6% | -31.4% |
| 6M | -29.5% | +48.6% | -78.1% | -38.4% |
| YTD | -16.2% | -2.9% | -13.3% | -18.0% |
| 1Y | +59.2% | -7.9% | +67.1% | +58.2% |
| 3Y | -33.7% | -46.5% | +12.8% | -25.3% |
| All | -44.0% | -72.5% | +28.5% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling