-75.0%
FRSH vs ABCL
-50.7%
-24.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.8% |
| 7D | -11.2% | -9.6% | -1.6% | -8.9% |
| 30D | -0.8% | +7.2% | -8.0% | -3.5% |
| 3M | +26.4% | +105.5% | -79.1% | -0.1% |
| 6M | +48.4% | +193.0% | -144.6% | +3.5% |
| YTD | -3.1% | +205.8% | -208.9% | -34.1% |
| 1Y | -8.7% | +144.4% | -153.1% | -35.9% |
| 3Y | -45.8% | +93.3% | -139.1% | -62.5% |
| All | -75.0% | -50.7% | -24.4% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling