+35.8%
ARM vs FRSH
+5.5%
+30.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | +4.6% | +4.5% | +9.0% |
| 30D | -19.9% | -7.5% | -12.5% | -19.7% |
| 3M | -31.6% | -0.1% | -31.5% | -31.1% |
| 6M | -13.9% | +54.5% | -68.4% | -14.5% |
| YTD | +74.3% | +3.4% | +70.9% | +81.5% |
| 1Y | +35.8% | +6.4% | +29.4% | +41.7% |
| All | +35.8% | +5.5% | +30.3% | +41.7% |
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