+171.7%
FROG vs ABCL
+139.9%
+31.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.2% | -11.9% |
| 7D | -24.5% | -14.9% | -9.6% | -22.3% |
| 30D | -24.3% | -15.4% | -8.9% | -22.0% |
| 3M | -11.7% | +88.0% | -99.7% | -20.9% |
| 6M | +37.1% | +138.8% | -101.7% | +18.3% |
| YTD | +19.5% | +225.4% | -206.0% | -1.5% |
| 1Y | +61.8% | +137.3% | -75.5% | +36.6% |
| All | +171.7% | +139.9% | +31.9% | +121.7% |
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