+24.8%
ALAB vs FROG
+78.6%
-53.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.1% | +6.6% | +11.6% |
| 7D | -5.6% | +27.1% | -32.7% | -12.1% |
| 30D | -36.6% | +5.8% | -42.4% | -38.0% |
| 3M | -35.1% | +20.8% | -55.9% | -38.7% |
| 6M | +8.5% | +53.3% | -44.8% | -2.7% |
| YTD | +30.4% | +73.2% | -42.8% | +10.0% |
| All | +24.8% | +78.6% | -53.7% | +6.7% |
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 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