-73.4%
FRSH vs ALLE
+49.3%
-122.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.2% |
| 7D | -0.2% | +1.6% | -1.8% | -1.2% |
| 30D | -8.8% | +24.1% | -32.9% | -21.0% |
| 3M | +8.8% | +14.8% | -6.0% | -1.1% |
| 6M | +49.1% | +45.9% | +3.2% | +13.7% |
| YTD | +3.4% | +20.7% | -17.3% | -11.8% |
| 1Y | +8.8% | +14.2% | -5.3% | -3.3% |
| 3Y | -27.4% | +90.7% | -118.1% | -60.9% |
| 5Y | -66.4% | +50.6% | -117.0% | -78.4% |
| All | -73.4% | +49.3% | -122.6% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling