+19.3%
ARM vs FRSH
+21.1%
-1.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.3% | +1.0% | -5.3% |
| 7D | -18.7% | -13.8% | -4.9% | -18.9% |
| 30D | -36.7% | +0.3% | -37.0% | -36.5% |
| 3M | -31.6% | +10.1% | -41.8% | -31.2% |
| 6M | -5.6% | +47.7% | -53.3% | -5.2% |
| YTD | +75.5% | +8.2% | +67.2% | +78.5% |
| 1Y | +19.3% | +21.4% | -2.1% | +28.4% |
| All | +19.3% | +21.1% | -1.8% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling