+37.0%
ABNB vs FROG
+73.1%
-36.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -7.4% | -4.8% | -2.6% | -7.0% |
| 30D | -8.2% | -0.9% | -7.2% | -8.4% |
| 3M | +29.1% | +7.5% | +21.7% | +27.5% |
| 6M | +26.6% | +107.0% | -80.5% | +17.5% |
| YTD | +25.0% | +39.8% | -14.8% | +18.3% |
| 1Y | +37.0% | +74.8% | -37.8% | +28.8% |
| All | +37.0% | +73.1% | -36.1% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling