+328.5%
FROG vs ALLY
+65.3%
+263.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +20.6% |
| 3M | +19.4% | -13.3% | +32.7% | +26.5% |
| 6M | +77.0% | -6.7% | +83.7% | +81.1% |
| YTD | +81.9% | -12.8% | +94.7% | +90.6% |
| 1Y | +90.7% | +0.7% | +90.0% | +87.5% |
| 3Y | +328.5% | +65.2% | +263.3% | +252.0% |
| All | +328.5% | +65.3% | +263.2% | +252.0% |
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