+85.2%
ABBV vs FROG
+202.6%
-117.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.0% |
| 7D | -4.3% | -5.5% | +1.2% | -4.3% |
| 30D | +1.1% | -3.1% | +4.2% | +1.1% |
| 3M | +12.3% | +1.2% | +11.1% | +12.3% |
| 6M | +9.8% | +113.7% | -103.9% | +9.4% |
| YTD | +11.5% | +38.9% | -27.4% | +11.8% |
| 1Y | +22.3% | +72.0% | -49.7% | +22.1% |
| 3Y | +85.2% | +217.1% | -131.9% | +80.2% |
| All | +85.2% | +202.6% | -117.4% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling