+69.0%
FROG vs ALLY
+86.5%
-17.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +5.2% |
| 7D | +26.8% | -2.8% | +29.6% | +28.1% |
| 30D | +10.6% | +1.9% | +8.7% | +9.6% |
| 3M | +27.2% | -12.1% | +39.3% | +33.0% |
| 6M | +58.7% | -9.0% | +67.7% | +63.4% |
| YTD | +75.3% | -12.9% | +88.3% | +82.7% |
| 1Y | +71.1% | -0.1% | +71.2% | +69.4% |
| 3Y | +319.6% | +64.6% | +255.0% | +243.1% |
| 5Y | +195.7% | -10.1% | +205.7% | +167.3% |
| All | +69.0% | +86.5% | -17.5% | +61.8% |
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