+171.7%
FROG vs ALLE
+90.7%
+81.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -12.9% |
| 7D | -24.5% | 0.0% | -24.5% | -24.5% |
| 30D | -24.3% | +20.6% | -44.8% | -27.7% |
| 3M | -11.7% | +11.4% | -23.1% | -14.0% |
| 6M | +37.1% | +42.5% | -5.4% | +24.3% |
| YTD | +19.5% | +18.9% | +0.6% | +15.3% |
| 1Y | +61.8% | +14.2% | +47.6% | +58.7% |
| All | +171.7% | +90.7% | +81.1% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling