+316.1%
ABBV vs FROG
+55.2%
+260.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | +2.2% | +48.2% | -46.1% | +2.1% |
| 30D | +8.0% | +11.4% | -3.4% | +7.9% |
| 3M | +19.1% | +28.5% | -9.5% | +19.0% |
| 6M | +43.5% | +63.7% | -20.2% | +43.4% |
| YTD | +32.7% | +77.1% | -44.3% | +32.7% |
| 1Y | +30.0% | +79.3% | -49.3% | +30.0% |
| 3Y | +134.7% | +323.8% | -189.0% | +131.5% |
| 5Y | +200.7% | +198.9% | +1.7% | +196.4% |
| All | +316.1% | +55.2% | +260.9% | +312.7% |
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