+14.6%
ABT vs FROG
+22.9%
-8.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | -3.7% | -11.3% | +7.6% | -3.2% |
| 30D | +2.5% | +3.6% | -1.2% | +2.2% |
| 3M | +20.2% | +1.7% | +18.5% | +19.8% |
| 6M | -2.9% | +123.5% | -126.5% | -7.2% |
| YTD | -11.9% | +40.2% | -52.2% | -14.0% |
| 1Y | -16.5% | +81.0% | -97.5% | -20.1% |
| 3Y | +12.1% | +194.8% | -182.6% | +1.1% |
| 5Y | -7.4% | +131.8% | -139.2% | -18.1% |
| All | +14.6% | +22.9% | -8.3% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling