+113.7%
FROG vs ADVB
-77.7%
+191.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.2% | +31.1% | +35.3% |
| 7D | +7.0% | -13.9% | +20.9% | +7.1% |
| 30D | +2.9% | -68.1% | +71.0% | +2.8% |
| 3M | +21.6% | -73.4% | +95.0% | +21.5% |
| 6M | +87.7% | -70.8% | +158.5% | +85.0% |
| YTD | +61.7% | -66.1% | +127.8% | +55.2% |
| 1Y | +113.7% | -77.5% | +191.2% | +96.1% |
| All | +113.7% | -77.7% | +191.3% | +96.1% |
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