-21.7%
AS vs FRSH
-6.3%
-15.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.3% |
| 7D | -2.6% | -10.1% | +7.5% | -1.6% |
| 30D | -22.1% | +2.2% | -24.3% | -22.4% |
| 3M | -15.3% | +28.6% | -43.9% | -17.6% |
| 6M | -15.6% | +40.2% | -55.8% | -18.7% |
| YTD | -23.2% | -1.2% | -22.0% | -22.1% |
| 1Y | -21.7% | -7.9% | -13.8% | -20.5% |
| All | -21.7% | -6.3% | -15.4% | -20.5% |
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