+203.0%
ABBV vs FROG
+182.9%
+20.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | +0.7% |
| 7D | +1.5% | +27.1% | -25.6% | +1.6% |
| 30D | +6.7% | +5.8% | +0.9% | +6.7% |
| 3M | +19.9% | +20.8% | -0.9% | +20.0% |
| 6M | +47.5% | +53.3% | -5.9% | +47.7% |
| YTD | +32.2% | +73.2% | -41.0% | +32.7% |
| 1Y | +37.8% | +80.3% | -42.5% | +38.3% |
| 3Y | +134.8% | +318.3% | -183.6% | +133.4% |
| 5Y | +203.0% | +179.9% | +23.1% | +192.2% |
| All | +203.0% | +182.9% | +20.1% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling