+249.6%
ALAB vs FROG
+152.1%
+97.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.1% | +6.6% | +11.5% |
| 7D | -5.6% | +27.1% | -32.7% | -12.8% |
| 30D | -36.6% | +5.8% | -42.4% | -38.0% |
| 3M | -35.1% | +20.8% | -55.9% | -39.4% |
| 6M | +8.5% | +53.3% | -44.8% | -6.1% |
| YTD | +30.4% | +73.2% | -42.8% | +5.6% |
| 1Y | +31.0% | +80.3% | -49.3% | +4.4% |
| All | +249.6% | +152.1% | +97.5% | +89.7% |
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 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