+35.2%
FROG vs ALLY
+111.2%
-76.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.3% | +3.7% | -15.0% | -12.5% |
| 30D | +3.6% | -2.3% | +5.9% | +4.5% |
| 3M | +1.7% | +3.8% | -2.2% | +0.2% |
| 6M | +123.5% | +9.7% | +113.8% | +115.1% |
| YTD | +40.2% | -1.4% | +41.7% | +40.1% |
| 1Y | +81.0% | +8.2% | +72.8% | +74.3% |
| 3Y | +194.8% | +66.5% | +128.3% | +139.0% |
| 5Y | +131.8% | +1.2% | +130.6% | +100.9% |
| All | +35.2% | +111.2% | -76.0% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling