+15.2%
FROG vs ALLY
+89.3%
-74.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.2% | -13.1% |
| 7D | -24.5% | -1.1% | -23.4% | -24.2% |
| 30D | -24.3% | +4.2% | -28.4% | -25.4% |
| 3M | -11.7% | -12.4% | +0.7% | -7.5% |
| 6M | +37.1% | -8.7% | +45.8% | +41.2% |
| YTD | +19.5% | -11.6% | +31.1% | +24.0% |
| 1Y | +61.8% | +0.2% | +61.6% | +60.3% |
| 3Y | +178.1% | +57.1% | +121.0% | +131.0% |
| 5Y | +91.2% | -6.8% | +98.1% | +72.2% |
| All | +15.2% | +89.3% | -74.1% | +9.8% |
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 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