-40.1%
ALB vs FRSH
-70.6%
+30.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.7% | +0.3% | -3.2% |
| 7D | -8.1% | -8.2% | +0.1% | -6.0% |
| 30D | +6.3% | +10.5% | -4.2% | +3.3% |
| 3M | -23.6% | +32.7% | -56.3% | -29.9% |
| 6M | -24.6% | +50.3% | -74.9% | -34.2% |
| YTD | -10.3% | +3.9% | -14.2% | -13.7% |
| 1Y | +61.5% | -2.2% | +63.6% | +57.8% |
| 3Y | -34.0% | -42.9% | +8.9% | -26.9% |
| All | -40.1% | -70.6% | +30.5% | -36.0% |
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 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