+21.4%
FRSH vs ALC
+4.2%
+17.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.8% | -13.1% | -8.9% |
| 7D | -13.8% | +10.7% | -24.5% | -17.7% |
| 30D | +0.3% | +20.2% | -19.9% | -7.9% |
| 3M | +10.1% | +8.9% | +1.2% | +5.9% |
| 6M | +47.7% | +5.7% | +41.9% | +42.8% |
| YTD | +8.2% | -1.4% | +9.7% | +7.4% |
| 1Y | +21.4% | +4.7% | +16.7% | +16.7% |
| All | +21.4% | +4.2% | +17.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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