-35.2%
AUR vs FRSH
-72.5%
+37.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.4% | -6.6% | +8.0% | +5.2% |
| 30D | -6.4% | +2.1% | -8.5% | -8.8% |
| 3M | +7.7% | +29.0% | -21.3% | -9.6% |
| 6M | +44.5% | +48.6% | -4.1% | +9.3% |
| YTD | +67.4% | -2.9% | +70.4% | +59.2% |
| 1Y | +15.4% | -7.9% | +23.3% | +13.1% |
| 3Y | +94.8% | -46.5% | +141.4% | +155.4% |
| All | -35.2% | -72.5% | +37.3% | -8.4% |
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