+49.1%
ADP vs FROG
+160.8%
-111.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.6% | -3.9% |
| 7D | +3.2% | +7.0% | -3.7% | +2.3% |
| 30D | +14.9% | +2.9% | +12.0% | +14.0% |
| 3M | +11.6% | +21.6% | -10.0% | +8.7% |
| 6M | +48.5% | +87.7% | -39.2% | +37.8% |
| YTD | +20.6% | +61.7% | -41.1% | +12.5% |
| 1Y | +23.7% | +113.7% | -90.0% | +11.7% |
| 3Y | +47.8% | +267.7% | -219.9% | +20.4% |
| All | +49.1% | +160.8% | -111.7% | +19.5% |
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 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