+59.8%
FROG vs ALLY
+83.6%
-23.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -3.5% |
| 7D | +17.0% | -0.7% | +17.7% | +17.1% |
| 30D | +1.3% | +1.1% | +0.2% | +0.6% |
| 3M | +17.5% | -13.2% | +30.6% | +23.4% |
| 6M | +46.8% | -13.5% | +60.2% | +53.9% |
| YTD | +65.8% | -14.3% | +80.1% | +73.7% |
| 1Y | +61.0% | -1.1% | +62.1% | +60.0% |
| 3Y | +296.7% | +62.0% | +234.7% | +226.2% |
| 5Y | +177.8% | -9.6% | +187.5% | +152.6% |
| All | +59.8% | +83.6% | -23.8% | +53.9% |
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