-46.3%
FRSH vs ALC
-16.2%
-30.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -9.6% | -5.3% | -4.3% | -7.2% |
| 30D | -0.4% | -7.1% | +6.6% | +3.0% |
| 3M | +27.2% | +0.8% | +26.4% | +26.9% |
| 6M | +42.2% | -16.0% | +58.2% | +52.9% |
| YTD | -2.6% | -12.7% | +10.1% | +2.9% |
| 1Y | -10.2% | -12.8% | +2.7% | -5.2% |
| All | -46.3% | -16.2% | -30.1% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling