+29.1%
APD vs FRSH
-72.6%
+101.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -3.5% | -11.2% | +7.7% | -2.5% |
| 30D | -5.1% | -0.8% | -4.2% | -5.1% |
| 3M | +6.9% | +26.4% | -19.6% | +4.5% |
| 6M | +8.1% | +48.4% | -40.3% | +3.9% |
| YTD | +21.2% | -3.1% | +24.3% | +20.9% |
| 1Y | +4.9% | -8.7% | +13.6% | +5.1% |
| 3Y | +6.3% | -45.8% | +52.1% | +10.2% |
| All | +29.1% | -72.6% | +101.7% | +27.3% |
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