+134.6%
AR vs FRSH
-72.0%
+206.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.2% |
| 7D | -1.8% | -10.1% | +8.3% | -0.4% |
| 30D | +12.6% | +2.2% | +10.4% | +12.1% |
| 3M | +10.0% | +28.6% | -18.6% | +5.8% |
| 6M | +0.6% | +40.2% | -39.6% | -4.7% |
| YTD | +13.4% | -1.2% | +14.6% | +12.1% |
| 1Y | +21.7% | -7.9% | +29.6% | +21.4% |
| 3Y | +45.8% | -44.7% | +90.6% | +52.1% |
| All | +134.6% | -72.0% | +206.6% | +150.8% |
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