-63.5%
FRSH vs ABCL
-26.2%
-37.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +4.6% | -3.3% | +7.9% | +5.3% |
| 30D | -7.5% | -7.1% | -0.3% | -6.6% |
| 3M | -0.1% | +4.7% | -4.8% | -3.7% |
| 6M | +54.5% | +140.9% | -86.4% | +13.5% |
| YTD | +3.4% | +236.0% | -232.5% | -32.8% |
| 1Y | +6.4% | +217.4% | -211.0% | -29.8% |
| 3Y | -26.3% | +188.7% | -214.9% | -57.3% |
| All | -63.5% | -26.2% | -37.3% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling