-58.7%
BABA vs FROG
+4.7%
-63.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.6% | +16.2% | +4.8% |
| 7D | +8.6% | -24.5% | +33.1% | +13.2% |
| 30D | -1.1% | -24.3% | +23.2% | +2.7% |
| 3M | -15.9% | -11.7% | -4.2% | -15.7% |
| 6M | -17.5% | +37.1% | -54.7% | -25.1% |
| YTD | -25.6% | +19.5% | -45.1% | -32.1% |
| 1Y | -33.8% | +61.8% | -95.6% | -44.3% |
| 3Y | +34.6% | +178.1% | -143.5% | -9.7% |
| 5Y | -27.7% | +91.2% | -118.9% | -51.1% |
| All | -58.7% | +4.7% | -63.4% | -70.6% |
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