+137.9%
GOOGL vs FRSH
-72.4%
+210.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -1.9% | -9.6% | +7.7% | 0.0% |
| 30D | -7.5% | -0.4% | -7.0% | -7.6% |
| 3M | -9.2% | +27.2% | -36.4% | -13.5% |
| 6M | +8.1% | +42.2% | -34.1% | +0.1% |
| YTD | +5.8% | -2.6% | +8.5% | +4.7% |
| 1Y | +38.3% | -10.2% | +48.5% | +38.8% |
| 3Y | +144.8% | -45.5% | +190.3% | +162.4% |
| All | +137.9% | -72.4% | +210.4% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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