-44.7%
FRSH vs ABCL
+105.4%
-150.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | -10.1% | +1.4% | -11.5% | -10.3% |
| 30D | +2.2% | +65.1% | -62.9% | -6.8% |
| 3M | +28.6% | +111.1% | -82.5% | +11.1% |
| 6M | +40.2% | +231.6% | -191.4% | +10.2% |
| YTD | -1.2% | +234.5% | -235.7% | -23.0% |
| 1Y | -7.9% | +174.3% | -182.3% | -27.3% |
| 3Y | -44.7% | +111.5% | -156.2% | -56.3% |
| All | -44.7% | +105.4% | -150.1% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling