+9.4%
ABT vs FROG
+24.4%
-15.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.8% |
| 7D | -5.0% | -2.2% | -2.8% | -4.9% |
| 30D | -5.8% | +3.0% | -8.8% | -6.0% |
| 3M | +16.7% | +10.3% | +6.4% | +15.9% |
| 6M | -5.2% | +116.7% | -121.9% | -9.3% |
| YTD | -16.0% | +41.9% | -57.9% | -18.0% |
| 1Y | -18.3% | +78.5% | -96.8% | -21.7% |
| 3Y | +9.2% | +224.1% | -214.9% | -2.4% |
| 5Y | -11.6% | +142.4% | -154.0% | -22.0% |
| All | +9.4% | +24.4% | -15.0% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling