+17.6%
ABT vs FROG
+45.3%
-27.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.1% |
| 7D | +1.0% | +17.0% | -16.0% | +0.5% |
| 30D | +11.6% | +1.3% | +10.3% | +11.5% |
| 3M | +2.3% | +17.5% | -15.2% | +1.5% |
| 6M | +32.7% | +46.8% | -14.0% | +30.1% |
| YTD | -9.6% | +65.8% | -75.4% | -12.4% |
| 1Y | -10.1% | +61.0% | -71.1% | -12.7% |
| 3Y | +25.2% | +296.7% | -271.5% | +10.9% |
| 5Y | -4.5% | +177.8% | -182.4% | -16.1% |
| All | +17.6% | +45.3% | -27.7% | +6.3% |
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