+318.3%
FROG vs ALK
+21.9%
+296.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | 0.0% | +5.8% |
| 7D | +27.1% | +8.9% | +18.2% | +25.1% |
| 30D | +5.8% | +5.9% | -0.1% | +4.6% |
| 3M | +20.8% | -16.5% | +37.4% | +25.0% |
| 6M | +53.3% | +2.1% | +51.2% | +50.6% |
| YTD | +73.2% | -17.1% | +90.3% | +75.5% |
| 1Y | +80.3% | -2.9% | +83.2% | +74.5% |
| 3Y | +318.3% | +24.5% | +293.9% | +279.0% |
| All | +318.3% | +21.9% | +296.4% | +279.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling