+85.4%
FROG vs ALM
+44.8%
+40.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -14.1% | -6.4% | -7.7% | -13.6% |
| 30D | -11.8% | -35.0% | +23.2% | -8.9% |
| 3M | +0.1% | -33.8% | +33.9% | +2.7% |
| 6M | +64.2% | -55.0% | +119.2% | +71.3% |
| YTD | +38.2% | -0.2% | +38.5% | +24.3% |
| 1Y | +85.4% | +41.8% | +43.6% | +37.5% |
| All | +85.4% | +44.8% | +40.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling