-20.1%
AS vs FRSH
+46.6%
-66.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.7% | +8.3% | +3.8% |
| 7D | -4.9% | -8.2% | +3.3% | -4.4% |
| 30D | -19.6% | +10.5% | -30.1% | -20.1% |
| 3M | -14.4% | +32.7% | -47.1% | -15.0% |
| 6M | -20.1% | +50.3% | -70.4% | -20.9% |
| All | -20.1% | +46.6% | -66.7% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling