+69.0%
FROG vs ALC
+29.0%
+40.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +7.9% | +6.7% |
| 7D | +26.8% | -6.3% | +33.1% | +30.1% |
| 30D | +10.6% | +12.6% | -2.0% | +3.8% |
| 3M | +27.2% | -3.8% | +31.0% | +28.2% |
| 6M | +58.7% | +16.8% | +41.9% | +44.9% |
| YTD | +75.3% | -7.6% | +82.9% | +77.3% |
| 1Y | +71.1% | -5.9% | +77.0% | +71.2% |
| 3Y | +319.6% | +0.6% | +319.0% | +278.1% |
| 5Y | +195.7% | -9.5% | +205.1% | +183.3% |
| All | +69.0% | +29.0% | +40.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling