-73.2%
FRSH vs ALLE
+22.9%
-96.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.4% |
| 7D | -8.2% | -0.2% | -7.9% | -8.1% |
| 30D | +10.5% | -6.8% | +17.3% | +15.5% |
| 3M | +32.7% | +21.0% | +11.7% | +15.3% |
| 6M | +50.3% | +1.1% | +49.2% | +46.5% |
| YTD | +3.9% | -0.5% | +4.5% | +1.0% |
| 1Y | -2.2% | -7.3% | +5.1% | -0.2% |
| 3Y | -42.9% | +42.3% | -85.2% | -61.5% |
| All | -73.2% | +22.9% | -96.2% | -80.3% |
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