+21.5%
ALNY vs FROG
+224.1%
-202.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.1% |
| 7D | -6.4% | -2.2% | -4.3% | -6.4% |
| 30D | +11.9% | +3.0% | +8.9% | +11.8% |
| 3M | -15.0% | +10.3% | -25.3% | -15.0% |
| 6M | -23.2% | +116.7% | -139.9% | -24.7% |
| YTD | -37.8% | +41.9% | -79.7% | -38.5% |
| 1Y | -47.3% | +78.5% | -125.8% | -48.2% |
| All | +21.5% | +224.1% | -202.6% | +3.8% |
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