+6.5%
ABNB vs FROG
+125.4%
-118.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -4.4% | -5.5% | +1.1% | -2.8% |
| 30D | -2.0% | -3.1% | +1.1% | -1.9% |
| 3M | +29.8% | +1.2% | +28.6% | +27.3% |
| 6M | +31.0% | +113.7% | -82.7% | -0.3% |
| YTD | +28.6% | +38.9% | -10.3% | +9.6% |
| 1Y | +40.1% | +72.0% | -31.9% | +8.3% |
| 3Y | +19.7% | +217.1% | -197.4% | -34.6% |
| 5Y | +6.5% | +130.6% | -124.1% | -34.7% |
| All | +6.5% | +125.4% | -118.9% | -34.7% |
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