+89.4%
ALNY vs FROG
+22.3%
+67.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.7% |
| 7D | -6.5% | -0.5% | -6.1% | -6.5% |
| 30D | +11.0% | +1.3% | +9.7% | +10.4% |
| 3M | -14.1% | +11.1% | -25.2% | -16.4% |
| 6M | -22.4% | +108.3% | -130.7% | -32.9% |
| YTD | -37.5% | +39.6% | -77.0% | -42.8% |
| 1Y | -46.9% | +74.7% | -121.7% | -54.0% |
| 3Y | +22.1% | +224.1% | -202.0% | -16.3% |
| 5Y | +31.2% | +138.4% | -107.2% | -9.3% |
| All | +89.4% | +22.3% | +67.1% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling