-74.9%
FRSH vs ALLY
-5.4%
-69.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | -9.6% | -1.9% | -7.6% | -8.6% |
| 30D | -0.4% | -4.5% | +4.1% | +2.0% |
| 3M | +27.2% | -2.8% | +30.0% | +28.6% |
| 6M | +42.2% | +10.3% | +31.9% | +33.1% |
| YTD | -2.6% | -5.7% | +3.1% | -0.8% |
| 1Y | -10.2% | +3.9% | -14.1% | -13.7% |
| 3Y | -45.5% | +64.7% | -110.2% | -61.0% |
| All | -74.9% | -5.4% | -69.5% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling