+311.3%
ARM vs FRSH
-42.4%
+353.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.9% | +8.7% | +5.1% |
| 7D | +11.4% | -10.1% | +21.5% | +14.6% |
| 30D | -7.4% | +2.2% | -9.6% | -8.6% |
| 3M | -24.5% | +28.6% | -53.1% | -31.5% |
| 6M | +128.7% | +40.2% | +88.4% | +99.6% |
| YTD | +139.3% | -1.2% | +140.5% | +135.6% |
| 1Y | +88.0% | -7.9% | +95.9% | +89.7% |
| All | +311.3% | -42.4% | +353.7% | +375.0% |
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