-16.5%
ABT vs FROG
+83.7%
-100.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.6% |
| 7D | -3.7% | -11.3% | +7.6% | -4.1% |
| 30D | +2.5% | +3.6% | -1.2% | +2.7% |
| 3M | +20.2% | +1.7% | +18.5% | +20.5% |
| 6M | -2.9% | +123.5% | -126.5% | -0.2% |
| YTD | -11.9% | +40.2% | -52.2% | -10.1% |
| 1Y | -16.5% | +81.0% | -97.5% | -15.7% |
| All | -16.5% | +83.7% | -100.3% | -15.7% |
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 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