+42.2%
ALB vs FROG
+21.7%
+20.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | -4.4% | -5.5% | +1.1% | -3.3% |
| 30D | -1.2% | -3.1% | +1.9% | -0.9% |
| 3M | -13.3% | +1.2% | -14.5% | -14.5% |
| 6M | -19.8% | +113.7% | -133.4% | -34.0% |
| YTD | -7.9% | +38.9% | -46.8% | -18.1% |
| 1Y | +60.2% | +72.0% | -11.8% | +34.3% |
| 3Y | -26.4% | +217.1% | -243.6% | -49.3% |
| 5Y | -42.5% | +130.6% | -173.1% | -61.6% |
| All | +42.2% | +21.7% | +20.5% | -5.6% |
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