-75.0%
FRSH vs ALC
-20.7%
-54.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.7% |
| 7D | -6.6% | -6.3% | -0.3% | -2.4% |
| 30D | +2.1% | -10.3% | +12.4% | +9.7% |
| 3M | +29.0% | -0.7% | +29.7% | +29.5% |
| 6M | +48.6% | -17.8% | +66.5% | +67.3% |
| YTD | -2.9% | -15.8% | +12.9% | +7.4% |
| 1Y | -7.9% | -16.7% | +8.8% | +2.3% |
| 3Y | -46.5% | -19.7% | -26.8% | -42.5% |
| All | -75.0% | -20.7% | -54.3% | -72.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling