-74.9%
FRSH vs ALLE
+18.7%
-93.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | +0.4% |
| 7D | -9.6% | -2.2% | -7.4% | -8.3% |
| 30D | -0.4% | -8.3% | +7.9% | +5.3% |
| 3M | +27.2% | +16.3% | +10.9% | +13.5% |
| 6M | +42.2% | +1.8% | +40.4% | +37.5% |
| YTD | -2.6% | -3.9% | +1.3% | -3.2% |
| 1Y | -10.2% | -10.0% | -0.1% | -6.6% |
| 3Y | -45.5% | +45.8% | -91.4% | -64.5% |
| All | -74.9% | +18.7% | -93.6% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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