+33.9%
FROG vs ALM
+1,417.5%
-1,383.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -1.3% |
| 7D | -5.5% | +8.4% | -13.9% | -5.8% |
| 30D | -3.1% | +34.8% | -38.0% | -4.1% |
| 3M | +1.2% | +16.2% | -15.0% | +0.4% |
| 6M | +113.7% | +2.1% | +111.5% | +111.6% |
| YTD | +38.9% | +117.0% | -78.2% | +34.5% |
| 1Y | +72.0% | +313.9% | -241.9% | +63.9% |
| 3Y | +217.1% | +2,327.9% | -2,110.8% | +200.4% |
| 5Y | +130.6% | +1,040.6% | -910.0% | +117.3% |
| All | +33.9% | +1,417.5% | -1,383.6% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling