+261.2%
ARM vs FRSH
-34.6%
+295.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.9% |
| 7D | -5.3% | -15.5% | +10.2% | -1.1% |
| 30D | -30.0% | -13.7% | -16.3% | -27.3% |
| 3M | -34.1% | +1.4% | -35.5% | -34.9% |
| 6M | -12.6% | +36.0% | -48.7% | -22.0% |
| YTD | +70.4% | -2.0% | +72.4% | +68.3% |
| 1Y | +22.3% | +7.3% | +14.9% | +16.1% |
| 3Y | +261.2% | -29.6% | +290.7% | +283.9% |
| All | +261.2% | -34.6% | +295.8% | +283.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling