-35.3%
BABA vs FROG
+83.7%
-119.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +4.9% |
| 7D | +4.3% | -14.1% | +18.4% | +4.1% |
| 30D | -5.0% | -11.8% | +6.8% | -5.1% |
| 3M | -18.4% | +0.1% | -18.5% | -18.4% |
| 6M | -20.3% | +64.2% | -84.5% | -20.3% |
| YTD | -27.5% | +38.2% | -65.7% | -28.6% |
| 1Y | -35.3% | +85.4% | -120.7% | -35.8% |
| All | -35.3% | +83.7% | -119.0% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling