+81.0%
FROG vs ALM
+318.3%
-237.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.2% |
| 7D | -11.3% | -2.6% | -8.7% | -11.1% |
| 30D | +3.6% | +32.0% | -28.4% | +1.3% |
| 3M | +1.7% | -15.0% | +16.7% | +1.6% |
| 6M | +123.5% | -10.1% | +133.7% | +118.9% |
| YTD | +40.2% | +99.4% | -59.2% | +26.0% |
| 1Y | +81.0% | +316.4% | -235.4% | +49.5% |
| All | +81.0% | +318.3% | -237.3% | +49.5% |
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