+55.9%
FROG vs ALK
-7.6%
+63.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +0.6% | +34.7% | +35.2% |
| 7D | +7.0% | +9.0% | -2.1% | +4.5% |
| 30D | +2.9% | -1.6% | +4.5% | +3.0% |
| 3M | +21.6% | -23.2% | +44.8% | +29.0% |
| 6M | +87.7% | -3.9% | +91.5% | +85.7% |
| YTD | +61.7% | -22.6% | +84.3% | +66.4% |
| 1Y | +113.7% | -5.3% | +119.0% | +107.1% |
| 3Y | +267.7% | +18.6% | +249.2% | +215.4% |
| 5Y | +158.8% | -34.4% | +193.2% | +150.9% |
| All | +55.9% | -7.6% | +63.4% | +57.8% |
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