+35.2%
FROG vs ALLE
+67.0%
-31.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.7% |
| 7D | -11.3% | -0.2% | -11.1% | -11.2% |
| 30D | +3.6% | -6.8% | +10.4% | +6.3% |
| 3M | +1.7% | +21.0% | -19.4% | -5.6% |
| 6M | +123.5% | +1.1% | +122.4% | +121.6% |
| YTD | +40.2% | -0.5% | +40.8% | +39.5% |
| 1Y | +81.0% | -7.3% | +88.2% | +85.0% |
| 3Y | +194.8% | +42.3% | +152.5% | +147.2% |
| 5Y | +131.8% | +13.5% | +118.3% | +85.4% |
| All | +35.2% | +67.0% | -31.8% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling