+318.3%
FROG vs ABCL
+196.9%
+121.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.9% | +6.1% |
| 7D | +27.1% | +12.4% | +14.7% | +25.0% |
| 30D | +5.8% | -0.4% | +6.2% | +6.3% |
| 3M | +20.8% | +80.4% | -59.5% | +9.2% |
| 6M | +53.3% | +138.5% | -85.2% | +32.0% |
| YTD | +73.2% | +265.5% | -192.3% | +40.4% |
| 1Y | +80.3% | +219.7% | -139.4% | +47.7% |
| 3Y | +318.3% | +209.4% | +108.9% | +234.6% |
| All | +318.3% | +196.9% | +121.4% | +234.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling