-18.4%
ABT vs FROG
+73.1%
-91.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | -4.7% | -4.8% | +0.1% | -4.9% |
| 30D | -3.1% | -0.9% | -2.2% | -3.1% |
| 3M | +16.1% | +7.5% | +8.7% | +16.6% |
| 6M | -5.3% | +107.0% | -112.3% | -2.9% |
| YTD | -14.4% | +39.8% | -54.3% | -12.6% |
| 1Y | -18.4% | +74.8% | -93.2% | -17.5% |
| All | -18.4% | +73.1% | -91.5% | -17.5% |
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 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