-75.0%
FRSH vs ACM
+6.9%
-81.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -6.6% | -4.6% | -2.0% | -3.7% |
| 30D | +2.1% | +4.1% | -2.0% | -0.5% |
| 3M | +29.0% | -8.3% | +37.3% | +34.9% |
| 6M | +48.6% | -30.1% | +78.7% | +84.7% |
| YTD | -2.9% | -32.6% | +29.7% | +23.3% |
| 1Y | -7.9% | -49.6% | +41.7% | +42.4% |
| 3Y | -46.5% | -23.0% | -23.5% | -43.5% |
| All | -75.0% | +6.9% | -81.9% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling