+328.5%
FROG vs ALC
+4.4%
+324.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.2% |
| 7D | +12.5% | -1.1% | +13.6% | +12.7% |
| 30D | +23.5% | +16.0% | +7.5% | +19.3% |
| 3M | +19.4% | +0.8% | +18.6% | +18.8% |
| 6M | +77.0% | +16.8% | +60.2% | +70.1% |
| YTD | +81.9% | -5.5% | +87.4% | +83.6% |
| 1Y | +90.7% | -5.3% | +95.9% | +92.4% |
| 3Y | +328.5% | +4.1% | +324.4% | +306.8% |
| All | +328.5% | +4.4% | +324.1% | +306.8% |
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