-73.4%
FRSH vs ALM
+407.4%
-480.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.2% |
| 7D | +4.6% | +1.2% | +3.4% | +4.5% |
| 30D | -7.5% | -19.3% | +11.9% | -6.9% |
| 3M | -0.1% | -40.6% | +40.6% | +1.2% |
| 6M | +54.5% | -57.9% | +112.4% | +57.8% |
| YTD | +3.4% | -6.7% | +10.1% | -0.2% |
| 1Y | +6.4% | +20.2% | -13.8% | +0.7% |
| 3Y | -26.3% | +879.4% | -905.7% | -42.7% |
| 5Y | -66.4% | +415.3% | -481.7% | -74.8% |
| All | -73.4% | +407.4% | -480.8% | -80.0% |
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