+58.2%
ABNB vs FROG
+299.7%
-241.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.0% |
| 7D | +11.9% | +17.0% | -5.1% | +7.7% |
| 30D | +12.7% | +1.3% | +11.4% | +10.6% |
| 3M | +1.2% | +17.5% | -16.3% | -4.2% |
| 6M | +32.1% | +46.8% | -14.7% | +18.8% |
| YTD | +37.7% | +65.8% | -28.1% | +18.1% |
| 1Y | +55.5% | +61.0% | -5.5% | +34.0% |
| 3Y | +58.2% | +296.7% | -238.6% | -14.3% |
| All | +58.2% | +299.7% | -241.5% | -14.3% |
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