+32.2%
ABNB vs FROG
+58.7%
-26.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -8.8% | -4.0% |
| 7D | +2.7% | +26.8% | -24.1% | -3.0% |
| 30D | +10.8% | +10.6% | +0.2% | +5.6% |
| 3M | -2.1% | +27.2% | -29.3% | -9.6% |
| 6M | +32.2% | +58.7% | -26.5% | +16.5% |
| All | +32.2% | +58.7% | -26.5% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling