+177.8%
FROG vs ALK
-28.6%
+206.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | +17.0% | +12.9% | +4.1% | +13.1% |
| 30D | +1.3% | +5.5% | -4.2% | -0.5% |
| 3M | +17.5% | -12.1% | +29.6% | +21.2% |
| 6M | +46.8% | +1.7% | +45.1% | +42.5% |
| YTD | +65.8% | -17.4% | +83.2% | +68.4% |
| 1Y | +61.0% | -1.9% | +62.9% | +52.8% |
| 3Y | +296.7% | +21.2% | +275.5% | +210.3% |
| 5Y | +177.8% | -27.8% | +205.6% | +169.5% |
| All | +177.8% | -28.6% | +206.5% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling