+315.3%
ABBV vs FROG
+45.3%
+270.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.2% |
| 7D | +2.8% | +17.0% | -14.3% | +2.7% |
| 30D | +7.0% | +1.3% | +5.7% | +6.9% |
| 3M | +19.2% | +17.5% | +1.8% | +19.2% |
| 6M | +47.8% | +46.8% | +1.0% | +47.6% |
| YTD | +32.5% | +65.8% | -33.3% | +32.5% |
| 1Y | +38.4% | +61.0% | -22.6% | +38.4% |
| 3Y | +134.3% | +296.7% | -162.4% | +131.1% |
| 5Y | +200.6% | +177.8% | +22.8% | +196.5% |
| All | +315.3% | +45.3% | +270.0% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling