+15.2%
FROG vs ALLE
+99.7%
-84.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -12.6% |
| 7D | -24.5% | 0.0% | -24.5% | -24.5% |
| 30D | -24.3% | +20.6% | -44.8% | -29.2% |
| 3M | -11.7% | +11.4% | -23.1% | -15.2% |
| 6M | +37.1% | +42.5% | -5.4% | +19.6% |
| YTD | +19.5% | +18.9% | +0.6% | +11.3% |
| 1Y | +61.8% | +14.2% | +47.6% | +53.3% |
| 3Y | +178.1% | +90.7% | +87.4% | +108.5% |
| 5Y | +91.2% | +52.5% | +38.7% | +45.1% |
| All | +15.2% | +99.7% | -84.5% | -14.0% |
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