+113.7%
FROG vs ALM
+31.8%
+81.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +2.1% | +33.2% | +35.1% |
| 7D | +7.0% | -6.7% | +13.6% | +7.8% |
| 30D | +2.9% | -32.9% | +35.8% | +6.3% |
| 3M | +21.6% | -39.5% | +61.1% | +25.9% |
| 6M | +87.7% | -62.0% | +149.6% | +99.4% |
| YTD | +61.7% | -7.8% | +69.5% | +47.2% |
| 1Y | +113.7% | +26.7% | +87.0% | +65.6% |
| All | +113.7% | +31.8% | +81.9% | +65.6% |
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