+79.3%
FROG vs ADVB
-61.6%
+140.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +42.7% | -41.7% | -0.1% |
| 7D | +48.2% | +74.2% | -26.0% | +45.8% |
| 30D | +11.4% | -35.9% | +47.3% | +10.6% |
| 3M | +28.5% | -56.4% | +85.0% | +27.7% |
| 6M | +63.7% | -36.7% | +100.4% | +58.6% |
| YTD | +77.1% | -43.3% | +120.4% | +66.0% |
| 1Y | +79.3% | -63.4% | +142.7% | +83.2% |
| All | +79.3% | -61.6% | +140.9% | +83.2% |
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