+47.8%
FROG vs ABCL
-80.5%
+128.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +6.7% | +28.6% | +33.9% |
| 7D | +7.0% | -3.2% | +10.2% | +8.3% |
| 30D | +2.9% | -7.4% | +10.3% | +5.1% |
| 3M | +21.6% | +81.9% | -60.3% | +6.2% |
| 6M | +87.7% | +135.7% | -48.1% | +53.9% |
| YTD | +61.7% | +247.4% | -185.7% | +21.8% |
| 1Y | +113.7% | +162.3% | -48.6% | +68.0% |
| 3Y | +267.7% | +165.5% | +102.3% | +164.5% |
| 5Y | +158.8% | -21.3% | +180.1% | +126.0% |
| All | +47.8% | -80.5% | +128.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling