+75.3%
FROG vs ALLY
+86.7%
-11.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +12.5% | +0.4% | +12.1% | +12.4% |
| 30D | +23.5% | +5.2% | +18.3% | +21.0% |
| 3M | +19.4% | -13.3% | +32.7% | +25.5% |
| 6M | +77.0% | -6.7% | +83.7% | +80.6% |
| YTD | +81.9% | -12.8% | +94.7% | +89.5% |
| 1Y | +90.7% | +0.7% | +90.0% | +88.3% |
| 3Y | +328.5% | +65.2% | +263.3% | +250.0% |
| 5Y | +207.0% | -10.1% | +217.2% | +177.4% |
| All | +75.3% | +86.7% | -11.4% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling