+109.5%
ADM vs FROG
+21.7%
+87.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.1% | -5.5% | +5.4% | 0.0% |
| 30D | +11.0% | -3.1% | +14.1% | +11.0% |
| 3M | +6.0% | +1.2% | +4.8% | +5.8% |
| 6M | +26.9% | +113.7% | -86.8% | +24.4% |
| YTD | +50.0% | +38.9% | +11.2% | +47.9% |
| 1Y | +39.6% | +72.0% | -32.4% | +36.9% |
| 3Y | +18.5% | +217.1% | -198.6% | +13.9% |
| 5Y | +62.6% | +130.6% | -68.0% | +55.2% |
| All | +109.5% | +21.7% | +87.8% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling