+400.4%
ALAB vs FROG
+104.2%
+296.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.3% | +13.1% | +10.8% |
| 7D | +7.2% | -11.3% | +18.5% | +11.1% |
| 30D | -2.5% | +3.6% | -6.2% | -3.9% |
| 3M | -13.3% | +1.7% | -15.0% | -14.1% |
| 6M | +172.8% | +123.5% | +49.3% | +109.9% |
| YTD | +86.6% | +40.2% | +46.3% | +62.6% |
| 1Y | +65.2% | +81.0% | -15.8% | +29.9% |
| All | +400.4% | +104.2% | +296.2% | +192.1% |
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