+60.2%
ALB vs FROG
+73.6%
-13.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | -4.4% | -5.5% | +1.1% | -3.7% |
| 30D | -1.2% | -3.1% | +1.9% | -1.0% |
| 3M | -13.3% | +1.2% | -14.5% | -13.8% |
| 6M | -19.8% | +113.7% | -133.4% | -29.5% |
| YTD | -7.9% | +38.9% | -46.8% | -11.8% |
| 1Y | +60.2% | +72.0% | -11.8% | +44.3% |
| All | +60.2% | +73.6% | -13.4% | +44.3% |
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