+296.4%
ARM vs FRSH
-39.4%
+335.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.7% | +8.6% | +5.3% |
| 7D | +5.5% | -8.2% | +13.6% | +8.0% |
| 30D | -8.2% | +10.5% | -18.7% | -11.2% |
| 3M | -35.9% | +32.7% | -68.7% | -42.2% |
| 6M | +103.1% | +50.3% | +52.8% | +73.7% |
| YTD | +130.6% | +3.9% | +126.7% | +124.1% |
| 1Y | +86.1% | -2.2% | +88.2% | +84.5% |
| All | +296.4% | -39.4% | +335.8% | +351.8% |
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