-42.1%
ALB vs FRSH
-72.6%
+30.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -7.6% | -11.2% | +3.5% | -4.7% |
| 30D | -5.6% | -0.8% | -4.8% | -5.6% |
| 3M | -16.8% | +26.4% | -43.3% | -22.8% |
| 6M | -26.3% | +48.4% | -74.7% | -35.6% |
| YTD | -13.2% | -3.1% | -10.1% | -15.0% |
| 1Y | +68.8% | -8.7% | +77.5% | +68.1% |
| 3Y | -30.7% | -45.8% | +15.1% | -22.2% |
| All | -42.1% | -72.6% | +30.5% | -37.0% |
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