+29.8%
APD vs FRSH
-72.4%
+102.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -4.6% | -9.6% | +5.0% | -3.8% |
| 30D | -4.2% | -0.4% | -3.8% | -4.2% |
| 3M | +5.0% | +27.2% | -22.2% | +2.7% |
| 6M | +8.9% | +42.2% | -33.3% | +5.1% |
| YTD | +21.9% | -2.6% | +24.5% | +21.6% |
| 1Y | +5.6% | -10.2% | +15.7% | +6.0% |
| 3Y | +6.9% | -45.5% | +52.4% | +10.8% |
| All | +29.8% | -72.4% | +102.2% | +28.0% |
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