+79.3%
FROG vs ABCL
+189.1%
-109.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.9% |
| 7D | +48.2% | +4.4% | +43.8% | +46.7% |
| 30D | +11.4% | -7.9% | +19.3% | +14.7% |
| 3M | +28.5% | +12.2% | +16.3% | +24.4% |
| 6M | +63.7% | +134.7% | -71.0% | +21.9% |
| YTD | +77.1% | +239.8% | -162.7% | +10.9% |
| 1Y | +79.3% | +192.7% | -113.4% | +17.6% |
| All | +79.3% | +189.1% | -109.7% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling