+123.4%
AS vs FRSH
-43.7%
+167.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.9% | +4.6% | -9.5% | -6.0% |
| 30D | +3.9% | -7.5% | +11.3% | +5.4% |
| 3M | -9.6% | -0.1% | -9.5% | -10.6% |
| 6M | -8.7% | +54.5% | -63.2% | -21.7% |
| YTD | -19.8% | +3.4% | -23.3% | -22.1% |
| 1Y | -1.5% | +6.4% | -7.9% | -5.6% |
| All | +123.4% | -43.7% | +167.1% | +130.2% |
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