+25.7%
ABNB vs FROG
+33.3%
-7.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.8% |
| 7D | -4.0% | -11.3% | +7.3% | -0.7% |
| 30D | +19.3% | +3.6% | +15.7% | +17.3% |
| 3M | +36.1% | +1.7% | +34.4% | +33.2% |
| 6M | +34.2% | +123.5% | -89.3% | +0.7% |
| YTD | +34.1% | +40.2% | -6.2% | +13.7% |
| 1Y | +45.1% | +81.0% | -35.9% | +10.3% |
| 3Y | +37.1% | +194.8% | -157.6% | -21.0% |
| 5Y | +15.2% | +131.8% | -116.7% | -33.1% |
| All | +25.7% | +33.3% | -7.6% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling