+68.2%
FROG vs ALLE
+15.5%
+52.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.4% | +7.2% |
| 7D | +27.1% | -0.6% | +27.7% | +27.2% |
| 30D | +5.8% | +26.6% | -20.8% | +5.7% |
| 3M | +20.8% | +13.2% | +7.7% | +21.1% |
| 6M | +53.3% | +42.9% | +10.5% | +54.4% |
| YTD | +73.2% | +21.0% | +52.2% | +89.1% |
| All | +68.2% | +15.5% | +52.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling