-43.9%
ALB vs FROG
+129.7%
-173.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.6% |
| 7D | -8.1% | -11.3% | +3.2% | -5.4% |
| 30D | +6.3% | +3.6% | +2.6% | +4.8% |
| 3M | -23.6% | +1.7% | -25.2% | -24.9% |
| 6M | -24.6% | +123.5% | -148.1% | -41.4% |
| YTD | -10.3% | +40.2% | -50.5% | -22.3% |
| 1Y | +61.5% | +81.0% | -19.5% | +28.0% |
| 3Y | -34.0% | +194.8% | -228.7% | -58.6% |
| All | -43.9% | +129.7% | -173.6% | -64.3% |
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 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