-73.2%
FRSH vs ABCL
-46.1%
-27.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.4% |
| 7D | -8.2% | +0.7% | -8.9% | -8.3% |
| 30D | +10.5% | +93.1% | -82.6% | -9.2% |
| 3M | +32.7% | +79.4% | -46.7% | +9.1% |
| 6M | +50.3% | +214.9% | -164.6% | +3.0% |
| YTD | +3.9% | +234.2% | -230.3% | -30.8% |
| 1Y | -2.2% | +174.8% | -176.9% | -33.4% |
| 3Y | -42.9% | +104.5% | -147.4% | -60.8% |
| All | -73.2% | -46.1% | -27.1% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling