-9.4%
ABT vs FROG
+133.6%
-143.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -4.7% | -4.8% | +0.1% | -4.6% |
| 30D | -3.1% | -0.9% | -2.2% | -3.2% |
| 3M | +16.1% | +7.5% | +8.7% | +15.5% |
| 6M | -5.3% | +107.0% | -112.3% | -8.9% |
| YTD | -14.4% | +39.8% | -54.3% | -16.2% |
| 1Y | -18.4% | +74.8% | -93.2% | -21.5% |
| 3Y | +11.2% | +219.3% | -208.1% | -1.1% |
| 5Y | -9.4% | +133.0% | -142.4% | -22.1% |
| All | -9.4% | +133.6% | -143.0% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling