+26.7%
ADM vs FROG
+72.4%
-45.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.4% | +2.4% |
| 7D | +0.1% | +26.8% | -26.7% | +0.3% |
| 30D | -11.8% | +10.6% | -22.4% | -11.5% |
| 3M | -11.3% | +27.2% | -38.5% | -11.3% |
| 6M | -10.0% | +58.7% | -68.7% | -10.8% |
| YTD | +25.9% | +75.3% | -49.4% | +19.6% |
| 1Y | +26.7% | +71.1% | -44.4% | +20.5% |
| All | +26.7% | +72.4% | -45.7% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling