-73.4%
FRSH vs ALLY
-12.6%
-60.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +4.6% | +0.4% | +4.3% | +4.4% |
| 30D | -7.5% | +5.2% | -12.7% | -10.1% |
| 3M | -0.1% | -13.3% | +13.2% | +7.2% |
| 6M | +54.5% | -6.7% | +61.2% | +58.5% |
| YTD | +3.4% | -12.8% | +16.3% | +9.4% |
| 1Y | +6.4% | +0.7% | +5.7% | +3.8% |
| 3Y | -26.3% | +65.2% | -91.5% | -47.5% |
| 5Y | -66.4% | -10.1% | -56.3% | -68.7% |
| All | -73.4% | -12.6% | -60.8% | -75.1% |
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