+85.4%
FROG vs ADVB
-76.7%
+162.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -2.4% |
| 7D | -14.1% | -29.5% | +15.5% | -14.0% |
| 30D | -11.8% | -66.9% | +55.1% | -11.9% |
| 3M | +0.1% | -73.7% | +73.9% | 0.0% |
| 6M | +64.2% | -64.8% | +129.0% | +61.0% |
| YTD | +38.2% | -64.0% | +102.3% | +32.6% |
| 1Y | +85.4% | -77.0% | +162.4% | +68.7% |
| All | +85.4% | -76.7% | +162.1% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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