+257.6%
ALAB vs FROG
+164.8%
+92.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.5% |
| 7D | +16.3% | +12.5% | +3.8% | +12.2% |
| 30D | -26.1% | +23.5% | -49.7% | -31.1% |
| 3M | -31.3% | +19.4% | -50.7% | -35.6% |
| 6M | -1.0% | +77.0% | -78.0% | -17.8% |
| YTD | +33.3% | +81.9% | -48.5% | +6.3% |
| 1Y | +53.5% | +90.7% | -37.1% | +19.9% |
| All | +257.6% | +164.8% | +92.8% | +90.9% |
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