+25.2%
ABNB vs FROG
+66.7%
-41.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -8.8% | -4.7% |
| 7D | +2.7% | +26.8% | -24.1% | -5.1% |
| 30D | +10.8% | +10.6% | +0.2% | +5.3% |
| 3M | -2.1% | +27.2% | -29.3% | -11.7% |
| 6M | +32.2% | +58.7% | -26.5% | +10.1% |
| YTD | +33.5% | +75.3% | -41.9% | +3.5% |
| 1Y | +47.8% | +71.1% | -23.3% | +15.1% |
| 3Y | +53.3% | +319.6% | -266.3% | -22.8% |
| 5Y | -5.5% | +195.7% | -201.1% | -50.0% |
| All | +25.2% | +66.7% | -41.5% | -12.6% |
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