-47.0%
ADBE vs FROG
+22.3%
-69.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.7% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -2.5% | +1.3% | -3.8% | -3.0% |
| 3M | +15.3% | +11.1% | +4.2% | +11.4% |
| 6M | -7.8% | +108.3% | -116.2% | -23.7% |
| YTD | -27.9% | +39.6% | -67.5% | -35.6% |
| 1Y | -28.0% | +74.7% | -102.8% | -39.8% |
| 3Y | -55.3% | +224.1% | -279.4% | -70.4% |
| 5Y | -61.7% | +138.4% | -200.1% | -74.5% |
| All | -47.0% | +22.3% | -69.3% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling