-7.9%
FRSH vs ACM
-48.8%
+40.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -6.6% | -4.6% | -2.0% | -4.8% |
| 30D | +2.1% | +4.1% | -2.0% | +0.5% |
| 3M | +29.0% | -8.3% | +37.3% | +32.6% |
| 6M | +48.6% | -30.1% | +78.7% | +69.2% |
| YTD | -2.9% | -32.6% | +29.7% | +13.5% |
| 1Y | -7.9% | -49.6% | +41.7% | +14.4% |
| All | -7.9% | -48.8% | +40.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling