-56.7%
BABA vs FROG
+22.9%
-79.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.8% |
| 7D | -4.8% | -11.3% | +6.5% | -2.9% |
| 30D | -11.9% | +3.6% | -15.5% | -13.1% |
| 3M | -9.3% | +1.7% | -10.9% | -10.7% |
| 6M | -14.2% | +123.5% | -137.8% | -28.7% |
| YTD | -22.0% | +40.2% | -62.3% | -29.9% |
| 1Y | -12.7% | +81.0% | -93.7% | -26.9% |
| 3Y | +26.7% | +194.8% | -168.1% | -14.1% |
| 5Y | -29.3% | +131.8% | -161.1% | -53.5% |
| All | -56.7% | +22.9% | -79.6% | -69.7% |
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