-61.2%
ADBE vs FROG
+125.4%
-186.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | -10.1% | -5.5% | -4.6% | -8.8% |
| 30D | -3.0% | -3.1% | +0.1% | -2.5% |
| 3M | +5.0% | +1.2% | +3.8% | +3.6% |
| 6M | -9.3% | +113.7% | -123.0% | -26.4% |
| YTD | -26.5% | +38.9% | -65.4% | -34.7% |
| 1Y | -28.3% | +72.0% | -100.3% | -40.5% |
| 3Y | -54.1% | +217.1% | -271.2% | -71.1% |
| 5Y | -61.2% | +130.6% | -191.8% | -75.0% |
| All | -61.2% | +125.4% | -186.6% | -75.0% |
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