-1.5%
AS vs FRSH
+5.5%
-7.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.9% | +4.6% | -9.5% | -5.1% |
| 30D | +3.9% | -7.5% | +11.3% | +4.1% |
| 3M | -9.6% | -0.1% | -9.5% | -10.1% |
| 6M | -8.7% | +54.5% | -63.2% | -13.0% |
| YTD | -19.8% | +3.4% | -23.3% | -18.5% |
| 1Y | -1.5% | +6.4% | -7.9% | -0.8% |
| All | -1.5% | +5.5% | -7.0% | -0.8% |
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 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