+73.0%
IBM vs FRSH
-46.5%
+119.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -0.3% | -11.2% | +10.9% | +2.3% |
| 30D | -1.8% | -0.8% | -1.0% | -1.9% |
| 3M | -13.5% | +26.4% | -39.9% | -17.8% |
| 6M | -5.1% | +48.4% | -53.5% | -12.2% |
| YTD | -19.4% | -3.1% | -16.3% | -21.9% |
| 1Y | -6.5% | -8.7% | +2.2% | -9.0% |
| All | +73.0% | -46.5% | +119.5% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling