-74.6%
FRSH vs ABCL
-46.1%
-28.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | -10.1% | +1.4% | -11.5% | -10.4% |
| 30D | +2.2% | +65.1% | -62.9% | -12.3% |
| 3M | +28.6% | +111.1% | -82.5% | +1.2% |
| 6M | +40.2% | +231.6% | -191.4% | -5.3% |
| YTD | -1.2% | +234.5% | -235.7% | -34.2% |
| 1Y | -7.9% | +174.3% | -182.3% | -37.3% |
| 3Y | -44.7% | +111.5% | -156.2% | -62.6% |
| All | -74.6% | -46.1% | -28.5% | -72.3% |
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 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