+201.1%
FROG vs ALC
-13.3%
+214.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.8% |
| 7D | -11.3% | -2.1% | -9.2% | -10.8% |
| 30D | +3.6% | -0.1% | +3.7% | +3.6% |
| 3M | +1.7% | +5.9% | -4.2% | -0.1% |
| 6M | +123.5% | -15.9% | +139.5% | +134.9% |
| YTD | +40.2% | -10.1% | +50.4% | +43.8% |
| 1Y | +81.0% | -10.2% | +91.2% | +85.5% |
| All | +201.1% | -13.3% | +214.4% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling