+6.6%
ADM vs FROG
+274.0%
-267.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +35.3% | -36.0% | -1.0% |
| 7D | -9.0% | +7.0% | -16.0% | -9.0% |
| 30D | -14.0% | +2.9% | -16.9% | -14.0% |
| 3M | -9.2% | +21.6% | -30.8% | -9.5% |
| 6M | -9.2% | +87.7% | -96.8% | -10.7% |
| YTD | +24.2% | +61.7% | -37.5% | +21.8% |
| 1Y | +27.0% | +113.7% | -86.7% | +23.6% |
| 3Y | +6.6% | +267.7% | -261.1% | -3.0% |
| All | +6.6% | +274.0% | -267.4% | -3.0% |
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