-74.6%
FRSH vs ALM
+1,080.2%
-1,154.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.8% | -13.8% | -5.2% |
| 7D | -10.1% | +8.4% | -18.5% | -10.4% |
| 30D | +2.2% | +34.8% | -32.6% | +1.0% |
| 3M | +28.6% | +16.2% | +12.4% | +27.4% |
| 6M | +40.2% | +2.1% | +38.1% | +38.6% |
| YTD | -1.2% | +117.0% | -118.3% | -7.0% |
| 1Y | -7.9% | +313.9% | -321.8% | -17.6% |
| 3Y | -44.7% | +2,327.9% | -2,372.7% | -58.7% |
| All | -74.6% | +1,080.2% | -1,154.8% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling