+85.4%
FROG vs ALK
-1.1%
+86.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.8% | -11.2% | -3.0% |
| 7D | -14.1% | +12.4% | -26.5% | -14.9% |
| 30D | -11.8% | +2.1% | -13.8% | -11.6% |
| 3M | +0.1% | -23.9% | +24.0% | +4.1% |
| 6M | +64.2% | +8.2% | +56.0% | +61.5% |
| YTD | +38.2% | -20.5% | +58.7% | +38.7% |
| 1Y | +85.4% | -1.0% | +86.4% | +61.4% |
| All | +85.4% | -1.1% | +86.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling