+158.7%
APA vs FRSH
-72.5%
+231.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +4.6% | -6.6% | +11.2% | +5.5% |
| 30D | +11.9% | +2.1% | +9.8% | +11.4% |
| 3M | +22.5% | +29.0% | -6.5% | +17.6% |
| 6M | +37.5% | +48.6% | -11.1% | +29.0% |
| YTD | +87.2% | -2.9% | +90.1% | +85.2% |
| 1Y | +101.4% | -7.9% | +109.3% | +100.6% |
| 3Y | +16.9% | -46.5% | +63.4% | +23.1% |
| All | +158.7% | -72.5% | +231.2% | +156.4% |
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 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