-37.5%
BABA vs FROG
+70.9%
-108.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.6% |
| 7D | +2.4% | +17.0% | -14.7% | +2.5% |
| 30D | -7.8% | +1.3% | -9.1% | -7.8% |
| 3M | -22.4% | +17.5% | -39.8% | -22.2% |
| 6M | -26.0% | +46.8% | -72.8% | -25.9% |
| YTD | -29.3% | +65.8% | -95.1% | -31.4% |
| 1Y | -37.5% | +61.0% | -98.5% | -38.8% |
| All | -37.5% | +70.9% | -108.4% | -38.8% |
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