-10.9%
ABT vs FROG
+63.0%
-73.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | -0.3% |
| 7D | +1.0% | +17.0% | -16.0% | +2.6% |
| 30D | +11.6% | +1.3% | +10.3% | +12.6% |
| 3M | +2.3% | +17.5% | -15.2% | +4.2% |
| 6M | +32.7% | +46.8% | -14.0% | +37.0% |
| YTD | -9.6% | +65.8% | -75.4% | -6.4% |
| All | -10.9% | +63.0% | -73.9% | -7.9% |
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 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