-14.0%
ABT vs FROG
+85.3%
-99.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.4% |
| 7D | -1.3% | +12.5% | -13.8% | -0.5% |
| 30D | +6.0% | +23.5% | -17.5% | +8.2% |
| 3M | -1.9% | +19.4% | -21.3% | +0.1% |
| 6M | +31.2% | +77.0% | -45.8% | +36.9% |
| YTD | -11.2% | +81.9% | -93.1% | -7.5% |
| 1Y | -14.0% | +90.7% | -104.6% | -9.9% |
| All | -14.0% | +85.3% | -99.2% | -9.9% |
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