-63.4%
ALB vs FROG
+207.6%
-271.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | -5.8% | +12.5% | -18.3% | -8.3% |
| 30D | -4.5% | +23.5% | -28.1% | -10.7% |
| 3M | -28.1% | +19.4% | -47.5% | -32.7% |
| 6M | -53.2% | +77.0% | -130.2% | -61.1% |
| YTD | -33.3% | +81.9% | -115.2% | -46.9% |
| 1Y | -17.4% | +90.7% | -108.1% | -35.3% |
| 3Y | -14.1% | +328.5% | -342.7% | -52.5% |
| All | -63.4% | +207.6% | -271.0% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling