-74.6%
FRSH vs ALLY
-12.7%
-61.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.9% |
| 7D | -8.9% | -2.8% | -6.1% | -7.5% |
| 30D | -13.2% | +1.9% | -15.1% | -14.3% |
| 3M | +0.9% | -12.1% | +13.0% | +7.5% |
| 6M | +40.3% | -9.0% | +49.3% | +45.9% |
| YTD | -1.4% | -12.9% | +11.5% | +4.3% |
| 1Y | +3.8% | -0.1% | +3.9% | +1.6% |
| 3Y | -30.8% | +64.6% | -95.4% | -50.6% |
| 5Y | -68.5% | -10.1% | -58.5% | -70.6% |
| All | -74.6% | -12.7% | -61.9% | -76.2% |
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