+125.3%
FROG vs ALLE
+13.7%
+111.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.8% |
| 7D | -11.3% | -0.2% | -11.1% | -11.2% |
| 30D | +3.6% | -6.8% | +10.4% | +6.9% |
| 3M | +1.7% | +21.0% | -19.4% | -7.4% |
| 6M | +123.5% | +1.1% | +122.4% | +121.0% |
| YTD | +40.2% | -0.5% | +40.8% | +39.1% |
| 1Y | +81.0% | -7.3% | +88.2% | +86.0% |
| 3Y | +194.8% | +42.3% | +152.5% | +130.6% |
| All | +125.3% | +13.7% | +111.5% | +80.8% |
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 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