+167.4%
FROG vs ALLE
+49.9%
+117.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.9% | +36.3% | +35.7% |
| 7D | +7.0% | -0.6% | +7.5% | +7.1% |
| 30D | +2.9% | +25.3% | -22.5% | -7.0% |
| 3M | +21.6% | +10.3% | +11.3% | +16.1% |
| 6M | +87.7% | +38.0% | +49.6% | +60.5% |
| YTD | +61.7% | +17.8% | +43.9% | +48.4% |
| 1Y | +113.7% | +13.6% | +100.1% | +99.9% |
| 3Y | +267.7% | +89.2% | +178.5% | +147.8% |
| All | +167.4% | +49.9% | +117.5% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling