+28.2%
FROG vs ABCL
-81.3%
+109.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -11.3% | +0.7% | -12.0% | -11.4% |
| 30D | +3.6% | +93.1% | -89.4% | -10.9% |
| 3M | +1.7% | +79.4% | -77.8% | -11.8% |
| 6M | +123.5% | +214.9% | -91.3% | +72.5% |
| YTD | +40.2% | +234.2% | -194.0% | +6.3% |
| 1Y | +81.0% | +174.8% | -93.8% | +38.9% |
| 3Y | +194.8% | +104.5% | +90.3% | +124.1% |
| 5Y | +131.8% | -39.0% | +170.8% | +106.8% |
| All | +28.2% | -81.3% | +109.4% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling