-4.4%
ADP vs FROG
+75.3%
-79.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.8% |
| 7D | -3.4% | -11.3% | +7.9% | -2.6% |
| 30D | +2.8% | +3.6% | -0.9% | +2.3% |
| 3M | +20.9% | +1.7% | +19.3% | +20.4% |
| 6M | +29.9% | +123.5% | -93.7% | +21.8% |
| YTD | +9.6% | +40.2% | -30.6% | +4.9% |
| All | -4.4% | +75.3% | -79.7% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling