-75.0%
FRSH vs ALC
-20.1%
-54.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +1.3% |
| 7D | -11.2% | -7.7% | -3.5% | -6.3% |
| 30D | -0.8% | -11.7% | +10.8% | +7.7% |
| 3M | +26.4% | +0.7% | +25.7% | +25.8% |
| 6M | +48.4% | -17.1% | +65.5% | +66.0% |
| YTD | -3.1% | -15.1% | +12.0% | +6.6% |
| 1Y | -8.7% | -14.1% | +5.4% | -0.8% |
| 3Y | -45.8% | -18.2% | -27.6% | -42.7% |
| All | -75.0% | -20.1% | -54.9% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling