-13.0%
ALB vs FROG
+72.8%
-85.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -3.6% | +48.2% | -51.8% | -5.7% |
| 30D | -2.9% | +11.4% | -14.3% | -3.5% |
| 3M | -25.8% | +28.5% | -54.4% | -27.1% |
| 6M | -53.6% | +63.7% | -117.3% | -55.2% |
| YTD | -32.4% | +77.1% | -109.4% | -33.6% |
| 1Y | -13.0% | +79.3% | -92.4% | -15.2% |
| All | -13.0% | +72.8% | -85.8% | -15.2% |
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 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