+26.3%
ADM vs FROG
+160.8%
-134.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +35.3% | -36.0% | -1.2% |
| 7D | -9.0% | +7.0% | -16.0% | -9.1% |
| 30D | -14.0% | +2.9% | -16.9% | -14.1% |
| 3M | -9.2% | +21.6% | -30.8% | -9.7% |
| 6M | -9.2% | +87.7% | -96.8% | -11.0% |
| YTD | +24.2% | +61.7% | -37.5% | +21.7% |
| 1Y | +27.0% | +113.7% | -86.7% | +23.3% |
| 3Y | +6.6% | +267.7% | -261.1% | +0.9% |
| All | +26.3% | +160.8% | -134.5% | +19.1% |
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