+115.6%
INTC vs FRSH
-72.4%
+188.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +18.0% | -9.6% | +27.5% | +19.8% |
| 30D | +8.9% | -0.4% | +9.4% | +8.6% |
| 3M | -1.6% | +27.2% | -28.7% | -7.0% |
| 6M | +133.1% | +42.2% | +90.9% | +113.1% |
| YTD | +187.9% | -2.6% | +190.5% | +182.2% |
| 1Y | +334.7% | -10.2% | +344.9% | +333.5% |
| 3Y | +184.2% | -45.5% | +229.7% | +202.4% |
| All | +115.6% | -72.4% | +188.0% | +114.3% |
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