+317.2%
FROG vs ALHC
+25.0%
+292.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | +48.2% | -0.8% | +49.0% | +48.2% |
| 30D | +11.4% | -9.6% | +21.0% | +11.6% |
| 3M | +28.5% | -44.5% | +73.1% | +30.2% |
| 6M | +63.7% | -59.2% | +122.9% | +68.6% |
| YTD | +77.1% | -62.0% | +139.1% | +81.9% |
| 1Y | +79.3% | -54.8% | +134.2% | +82.2% |
| All | +317.2% | +25.0% | +292.2% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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