+267.7%
FROG vs ALLY
+54.4%
+213.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.7% | +37.0% | +36.0% |
| 7D | +7.0% | +0.9% | +6.1% | +6.2% |
| 30D | +2.9% | +3.1% | -0.2% | +1.2% |
| 3M | +21.6% | -12.6% | +34.2% | +28.3% |
| 6M | +87.7% | -12.4% | +100.1% | +97.4% |
| YTD | +61.7% | -13.2% | +74.8% | +69.6% |
| 1Y | +113.7% | +1.8% | +111.8% | +109.1% |
| 3Y | +267.7% | +58.0% | +209.8% | +197.7% |
| All | +267.7% | +54.4% | +213.4% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling