+113.6%
ADI vs FROG
+164.1%
-50.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +35.3% | -34.6% | -4.3% |
| 7D | -12.8% | +7.0% | -19.8% | -14.2% |
| 30D | -11.3% | +2.9% | -14.2% | -12.4% |
| 3M | -3.4% | +21.6% | -25.0% | -7.3% |
| 6M | -12.0% | +87.7% | -99.7% | -22.4% |
| YTD | +35.3% | +61.7% | -26.4% | +20.4% |
| 1Y | +58.1% | +113.7% | -55.6% | +31.5% |
| 3Y | +127.4% | +267.7% | -140.4% | +56.5% |
| All | +113.6% | +164.1% | -50.5% | +47.6% |
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 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