+328.5%
FROG vs ALM
+909.2%
-580.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +2.2% |
| 7D | +12.5% | +1.2% | +11.3% | +12.4% |
| 30D | +23.5% | -19.3% | +42.9% | +25.1% |
| 3M | +19.4% | -40.6% | +60.0% | +22.7% |
| 6M | +77.0% | -57.9% | +134.9% | +83.9% |
| YTD | +81.9% | -6.7% | +88.6% | +78.7% |
| 1Y | +90.7% | +20.2% | +70.5% | +83.8% |
| 3Y | +328.5% | +879.4% | -550.9% | +313.8% |
| All | +328.5% | +909.2% | -580.7% | +313.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling