+17.2%
ABNB vs FROG
+32.9%
-15.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -7.4% | -4.8% | -2.6% | -6.1% |
| 30D | -8.2% | -0.9% | -7.2% | -8.7% |
| 3M | +29.1% | +7.5% | +21.7% | +24.4% |
| 6M | +26.6% | +107.0% | -80.5% | -2.6% |
| YTD | +25.0% | +39.8% | -14.8% | +6.1% |
| 1Y | +37.0% | +74.8% | -37.8% | +5.4% |
| 3Y | +16.3% | +219.3% | -202.9% | -35.2% |
| 5Y | +2.2% | +133.0% | -130.8% | -40.7% |
| All | +17.2% | +32.9% | -15.7% | -10.4% |
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