-46.3%
FRSH vs ACM
-22.3%
-24.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.1% |
| 7D | -9.6% | -3.7% | -5.9% | -7.9% |
| 30D | -0.4% | -12.7% | +12.2% | +5.7% |
| 3M | +27.2% | -9.8% | +37.0% | +32.6% |
| 6M | +42.2% | -31.4% | +73.6% | +69.5% |
| YTD | -2.6% | -32.1% | +29.5% | +16.7% |
| 1Y | -10.2% | -47.8% | +37.6% | +22.3% |
| All | -46.3% | -22.3% | -24.0% | -45.7% |
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