+113.9%
ADI vs FROG
+205.7%
-91.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.9% |
| 7D | +0.4% | -11.3% | +11.7% | +1.5% |
| 30D | -3.8% | +3.6% | -7.4% | -4.2% |
| 3M | -15.3% | +1.7% | -16.9% | -15.7% |
| 6M | +6.7% | +123.5% | -116.8% | -3.6% |
| YTD | +34.8% | +40.2% | -5.5% | +28.3% |
| 1Y | +49.0% | +81.0% | -32.0% | +35.1% |
| All | +113.9% | +205.7% | -91.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling