+215.5%
FROG vs ALM
+410.2%
-194.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.9% |
| 3M | +19.4% | -40.6% | +60.0% | +22.3% |
| 6M | +77.0% | -57.9% | +134.9% | +83.1% |
| YTD | +81.9% | -6.7% | +88.6% | +79.5% |
| 1Y | +90.7% | +20.2% | +70.5% | +85.3% |
| 3Y | +328.5% | +879.4% | -550.9% | +282.9% |
| All | +215.5% | +410.2% | -194.8% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling