+98.1%
ALNY vs FROG
+21.7%
+76.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +5.7% | -5.5% | +11.2% | +6.5% |
| 30D | +18.7% | -3.1% | +21.8% | +18.8% |
| 3M | -11.0% | +1.2% | -12.2% | -12.1% |
| 6M | -18.9% | +113.7% | -132.6% | -30.2% |
| YTD | -34.6% | +38.9% | -73.4% | -40.1% |
| 1Y | -42.8% | +72.0% | -114.8% | -50.3% |
| 3Y | +29.1% | +217.1% | -188.0% | -10.9% |
| 5Y | +39.6% | +130.6% | -91.0% | -2.9% |
| All | +98.1% | +21.7% | +76.4% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling