+35.2%
FROG vs ALK
-0.2%
+35.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.9% | -3.7% |
| 7D | -11.3% | -0.7% | -10.6% | -11.1% |
| 30D | +3.6% | -19.2% | +22.9% | +9.2% |
| 3M | +1.7% | -1.5% | +3.2% | +1.1% |
| 6M | +123.5% | -13.1% | +136.6% | +126.5% |
| YTD | +40.2% | -16.4% | +56.7% | +42.5% |
| 1Y | +81.0% | -33.1% | +114.1% | +94.8% |
| 3Y | +194.8% | +0.6% | +194.1% | +168.3% |
| 5Y | +131.8% | -26.4% | +158.2% | +121.0% |
| All | +35.2% | -0.2% | +35.4% | +35.1% |
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