+109.8%
ADM vs FROG
+22.9%
+86.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | +3.8% | -11.3% | +15.0% | +4.0% |
| 30D | +9.8% | +3.6% | +6.1% | +9.6% |
| 3M | +2.1% | +1.7% | +0.5% | +1.9% |
| 6M | +27.5% | +123.5% | -96.0% | +24.9% |
| YTD | +50.2% | +40.2% | +10.0% | +48.1% |
| 1Y | +40.6% | +81.0% | -40.4% | +37.8% |
| 3Y | +17.2% | +194.8% | -177.5% | +12.8% |
| 5Y | +61.9% | +131.8% | -69.9% | +54.5% |
| All | +109.8% | +22.9% | +86.9% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling