+36.3%
BABA vs FROG
+274.0%
-237.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +35.3% | -34.0% | +0.3% |
| 7D | +11.6% | +7.0% | +4.7% | +11.2% |
| 30D | +2.3% | +2.9% | -0.6% | +2.0% |
| 3M | -13.7% | +21.6% | -35.3% | -14.7% |
| 6M | -21.9% | +87.7% | -109.6% | -24.8% |
| YTD | -24.6% | +61.7% | -86.3% | -27.2% |
| 1Y | -34.1% | +113.7% | -147.8% | -37.9% |
| 3Y | +36.3% | +267.7% | -231.5% | +13.2% |
| All | +36.3% | +274.0% | -237.7% | +13.2% |
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