+61.0%
AA vs FROG
+83.7%
-22.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.7% |
| 7D | -0.7% | -11.3% | +10.6% | +0.6% |
| 30D | +5.0% | +3.6% | +1.3% | +4.2% |
| 3M | -35.8% | +1.7% | -37.5% | -36.4% |
| 6M | -18.4% | +123.5% | -141.9% | -26.9% |
| YTD | -5.5% | +40.2% | -45.7% | -12.0% |
| 1Y | +61.0% | +81.0% | -20.0% | +43.0% |
| All | +61.0% | +83.7% | -22.8% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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