-12.9%
ALB vs FROG
+274.0%
-286.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +35.3% | -34.4% | -4.5% |
| 7D | +9.1% | +7.0% | +2.1% | +7.0% |
| 30D | -3.4% | +2.9% | -6.3% | -4.8% |
| 3M | -20.6% | +21.6% | -42.2% | -24.6% |
| 6M | -48.2% | +87.7% | -135.8% | -55.7% |
| YTD | -29.2% | +61.7% | -90.9% | -38.6% |
| 1Y | +10.0% | +113.7% | -103.7% | -12.1% |
| 3Y | -12.9% | +267.7% | -280.6% | -44.5% |
| All | -12.9% | +274.0% | -286.9% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling