-75.0%
FRSH vs ALLY
-4.9%
-70.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.6% | -3.8% | -2.8% | -4.6% |
| 30D | +2.1% | -4.9% | +7.0% | +4.8% |
| 3M | +29.0% | -2.6% | +31.6% | +30.4% |
| 6M | +48.6% | +15.7% | +32.9% | +35.5% |
| YTD | -2.9% | -5.2% | +2.2% | -1.4% |
| 1Y | -7.9% | +2.8% | -10.7% | -11.0% |
| 3Y | -46.5% | +63.4% | -109.9% | -61.5% |
| All | -75.0% | -4.9% | -70.1% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling