+156.6%
ADP vs FROG
+59.4%
+97.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.5% |
| 7D | +2.2% | +12.5% | -10.3% | +1.4% |
| 30D | +10.6% | +23.5% | -13.0% | +8.4% |
| 3M | +12.9% | +19.4% | -6.5% | +10.7% |
| 6M | +50.6% | +77.0% | -26.4% | +42.7% |
| YTD | +23.2% | +81.9% | -58.7% | +15.3% |
| 1Y | +25.3% | +90.7% | -65.4% | +16.7% |
| 3Y | +47.1% | +328.5% | -281.4% | +24.5% |
| 5Y | +50.1% | +207.0% | -157.0% | +24.2% |
| All | +156.6% | +59.4% | +97.2% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling