-75.0%
FRSH vs ALM
+856.2%
-931.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.4% |
| 7D | -6.6% | -11.8% | +5.2% | -6.2% |
| 30D | +2.1% | +7.8% | -5.7% | +1.7% |
| 3M | +29.0% | -9.3% | +38.2% | +28.9% |
| 6M | +48.6% | -30.5% | +79.1% | +49.5% |
| YTD | -2.9% | +75.8% | -78.8% | -8.0% |
| 1Y | -7.9% | +241.2% | -249.1% | -17.1% |
| 3Y | -46.5% | +1,872.6% | -1,919.1% | -59.8% |
| All | -75.0% | +856.2% | -931.2% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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