+680.7%
AU vs FRSH
-72.5%
+753.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -4.3% | -6.6% | +2.3% | -4.0% |
| 30D | +7.3% | +2.1% | +5.2% | +7.2% |
| 3M | +26.3% | +29.0% | -2.6% | +24.6% |
| 6M | +1.8% | +48.6% | -46.9% | -0.7% |
| YTD | +26.8% | -2.9% | +29.8% | +27.0% |
| 1Y | +66.7% | -7.9% | +74.6% | +67.4% |
| 3Y | +579.1% | -46.5% | +625.6% | +597.0% |
| All | +680.7% | -72.5% | +753.2% | +658.9% |
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 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