+55.9%
FROG vs ALC
+33.4%
+22.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.1% | +37.4% | +36.2% |
| 7D | +7.0% | +4.9% | +2.1% | +4.1% |
| 30D | +2.9% | +19.0% | -16.1% | -5.7% |
| 3M | +21.6% | +7.8% | +13.8% | +16.4% |
| 6M | +87.7% | +14.6% | +73.1% | +73.0% |
| YTD | +61.7% | -4.4% | +66.1% | +61.3% |
| 1Y | +113.7% | +1.4% | +112.3% | +106.0% |
| 3Y | +267.7% | +2.5% | +265.2% | +230.3% |
| 5Y | +158.8% | -10.9% | +169.7% | +151.0% |
| All | +55.9% | +33.4% | +22.5% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling