+195.7%
FROG vs ABCL
-16.0%
+211.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.1% | +9.8% | +6.8% |
| 7D | +26.8% | -2.7% | +29.5% | +28.3% |
| 30D | +10.6% | -5.4% | +16.0% | +12.7% |
| 3M | +27.2% | +22.4% | +4.8% | +21.0% |
| 6M | +58.7% | +127.6% | -68.9% | +26.6% |
| YTD | +75.3% | +249.4% | -174.1% | +25.3% |
| 1Y | +71.1% | +198.0% | -126.9% | +26.4% |
| 3Y | +319.6% | +195.8% | +123.8% | +171.7% |
| 5Y | +195.7% | -20.6% | +216.3% | +181.1% |
| All | +195.7% | -16.0% | +211.6% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling