+62.6%
ADM vs FROG
+125.4%
-62.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.1% | -5.5% | +5.4% | +0.1% |
| 30D | +11.0% | -3.1% | +14.1% | +11.0% |
| 3M | +6.0% | +1.2% | +4.8% | +5.7% |
| 6M | +26.9% | +113.7% | -86.8% | +23.6% |
| YTD | +50.0% | +38.9% | +11.2% | +47.3% |
| 1Y | +39.6% | +72.0% | -32.4% | +36.1% |
| 3Y | +18.5% | +217.1% | -198.6% | +11.9% |
| 5Y | +62.6% | +130.6% | -68.0% | +55.9% |
| All | +62.6% | +125.4% | -62.8% | +55.9% |
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