-26.3%
FRSH vs ACM
-9.1%
-17.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +4.6% | +5.6% | -1.0% | +2.0% |
| 30D | -7.5% | +20.8% | -28.3% | -15.4% |
| 3M | -0.1% | +11.4% | -11.5% | -5.4% |
| 6M | +54.5% | +0.9% | +53.6% | +52.1% |
| YTD | +3.4% | -24.8% | +28.2% | +17.1% |
| 1Y | +6.4% | -46.4% | +52.8% | +42.2% |
| 3Y | -26.3% | -9.2% | -17.0% | -29.6% |
| All | -26.3% | -9.1% | -17.1% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling