+15.2%
FROG vs ALK
-8.1%
+23.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.3% | -12.8% |
| 7D | -24.5% | +7.1% | -31.6% | -26.0% |
| 30D | -24.3% | -3.0% | -21.3% | -23.9% |
| 3M | -11.7% | -25.6% | +13.9% | -5.6% |
| 6M | +37.1% | +0.5% | +36.7% | +33.9% |
| YTD | +19.5% | -23.1% | +42.5% | +23.1% |
| 1Y | +61.8% | -7.5% | +69.3% | +57.7% |
| 3Y | +178.1% | +15.3% | +162.8% | +140.4% |
| 5Y | +91.2% | -34.8% | +126.0% | +85.6% |
| All | +15.2% | -8.1% | +23.3% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling