+141.2%
ADI vs FROG
+125.4%
+15.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.4% | -5.5% | +8.0% | +3.3% |
| 30D | -6.6% | -3.1% | -3.5% | -6.4% |
| 3M | -9.8% | +1.2% | -11.0% | -10.7% |
| 6M | +15.7% | +113.7% | -98.0% | -0.3% |
| YTD | +35.1% | +38.9% | -3.7% | +24.1% |
| 1Y | +47.7% | +72.0% | -24.3% | +28.4% |
| 3Y | +114.5% | +217.1% | -102.7% | +51.4% |
| 5Y | +141.2% | +130.6% | +10.6% | +76.3% |
| All | +141.2% | +125.4% | +15.9% | +76.3% |
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