+4.5%
ALB vs FROG
+55.2%
-50.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -3.6% | +48.2% | -51.8% | -11.5% |
| 30D | -2.9% | +11.4% | -14.3% | -6.4% |
| 3M | -25.8% | +28.5% | -54.4% | -31.1% |
| 6M | -53.6% | +63.7% | -117.3% | -59.6% |
| YTD | -32.4% | +77.1% | -109.4% | -43.8% |
| 1Y | -13.0% | +79.3% | -92.4% | -28.0% |
| 3Y | -15.0% | +323.8% | -338.8% | -45.6% |
| 5Y | -63.5% | +198.9% | -262.4% | -77.2% |
| All | +4.5% | +55.2% | -50.7% | -35.2% |
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