-74.6%
FRSH vs ACM
+11.1%
-85.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.4% |
| 7D | -10.1% | -0.3% | -9.8% | -9.9% |
| 30D | +2.2% | -12.9% | +15.1% | +10.9% |
| 3M | +28.6% | -6.4% | +35.0% | +32.6% |
| 6M | +40.2% | -29.2% | +69.4% | +73.4% |
| YTD | -1.2% | -29.9% | +28.7% | +22.4% |
| 1Y | -7.9% | -47.3% | +39.4% | +38.1% |
| 3Y | -44.7% | -19.6% | -25.1% | -43.3% |
| All | -74.6% | +11.1% | -85.7% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling