-73.2%
FRSH vs ALLY
-1.1%
-72.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.9% |
| 7D | -8.2% | +3.7% | -11.8% | -9.9% |
| 30D | +10.5% | -2.3% | +12.8% | +11.7% |
| 3M | +32.7% | +3.8% | +28.9% | +29.5% |
| 6M | +50.3% | +9.7% | +40.6% | +41.0% |
| YTD | +3.9% | -1.4% | +5.3% | +3.4% |
| 1Y | -2.2% | +8.2% | -10.4% | -8.0% |
| 3Y | -42.9% | +66.5% | -109.4% | -59.3% |
| All | -73.2% | -1.1% | -72.1% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling