+217.4%
AA vs FROG
+51.8%
+165.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.1% | -1.4% | +4.7% |
| 7D | +4.8% | +27.1% | -22.3% | +0.4% |
| 30D | -0.6% | +5.8% | -6.5% | -2.5% |
| 3M | -16.3% | +20.8% | -37.1% | -20.0% |
| 6M | -33.4% | +53.3% | -86.7% | -39.1% |
| YTD | -20.7% | +73.2% | -93.9% | -30.5% |
| 1Y | +12.9% | +80.3% | -67.4% | -1.9% |
| 3Y | +75.7% | +318.3% | -242.6% | +27.6% |
| 5Y | -6.8% | +179.9% | -186.7% | -35.6% |
| All | +217.4% | +51.8% | +165.6% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling