+190.9%
FROG vs ADVB
-97.5%
+288.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.2% | +31.1% | +35.3% |
| 7D | +7.0% | -13.9% | +20.9% | +7.2% |
| 30D | +2.9% | -68.1% | +71.0% | +3.4% |
| 3M | +21.6% | -73.4% | +95.0% | +22.3% |
| 6M | +87.7% | -70.8% | +158.5% | +86.4% |
| YTD | +61.7% | -66.1% | +127.8% | +58.3% |
| 1Y | +113.7% | -77.5% | +191.2% | +109.7% |
| All | +190.9% | -97.5% | +288.4% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling