-49.9%
ADBE vs FROG
+55.2%
-105.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -3.2% | +48.2% | -51.4% | -12.1% |
| 30D | +1.0% | +11.4% | -10.4% | -3.3% |
| 3M | -7.8% | +28.5% | -36.4% | -14.8% |
| 6M | -1.0% | +63.7% | -64.7% | -14.0% |
| YTD | -31.8% | +77.1% | -108.9% | -43.4% |
| 1Y | -29.2% | +79.3% | -108.6% | -41.5% |
| 3Y | -60.1% | +323.8% | -383.8% | -75.5% |
| 5Y | -63.7% | +198.9% | -262.6% | -77.5% |
| All | -49.9% | +55.2% | -105.1% | -66.6% |
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