+128.4%
ADP vs FROG
+22.9%
+105.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.8% |
| 7D | -3.4% | -11.3% | +7.9% | -2.5% |
| 30D | +2.8% | +3.6% | -0.9% | +2.3% |
| 3M | +20.9% | +1.7% | +19.3% | +20.3% |
| 6M | +29.9% | +123.5% | -93.7% | +20.9% |
| YTD | +9.6% | +40.2% | -30.6% | +5.2% |
| 1Y | -5.3% | +81.0% | -86.3% | -11.3% |
| 3Y | +16.5% | +194.8% | -178.3% | +1.8% |
| 5Y | +49.4% | +131.8% | -82.4% | +26.7% |
| All | +128.4% | +22.9% | +105.5% | +92.7% |
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