-29.5%
ALB vs FROG
+206.6%
-236.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.8% |
| 7D | -8.1% | -11.3% | +3.2% | -6.0% |
| 30D | +6.3% | +3.6% | +2.6% | +5.2% |
| 3M | -23.6% | +1.7% | -25.2% | -24.5% |
| 6M | -24.6% | +123.5% | -148.1% | -38.1% |
| YTD | -10.3% | +40.2% | -50.5% | -19.4% |
| 1Y | +61.5% | +81.0% | -19.5% | +34.6% |
| All | -29.5% | +206.6% | -236.1% | -52.4% |
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