-63.5%
FRSH vs ALK
-31.3%
-32.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +4.6% | -1.2% | +5.8% | +4.7% |
| 30D | -7.5% | +7.7% | -15.1% | -11.0% |
| 3M | -0.1% | -19.0% | +18.9% | +6.6% |
| 6M | +54.5% | -0.2% | +54.7% | +47.2% |
| YTD | +3.4% | -23.5% | +26.9% | +7.5% |
| 1Y | +6.4% | -9.1% | +15.5% | +0.5% |
| 3Y | -26.3% | +12.0% | -38.3% | -49.4% |
| All | -63.5% | -31.3% | -32.1% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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