+66.8%
AA vs FROG
+335.2%
-268.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.2% |
| 7D | +0.5% | +12.5% | -12.0% | -1.3% |
| 30D | -0.6% | +23.5% | -24.1% | -4.7% |
| 3M | -19.7% | +19.4% | -39.0% | -22.9% |
| 6M | -41.6% | +77.0% | -118.6% | -47.9% |
| YTD | -24.6% | +81.9% | -106.5% | -34.8% |
| 1Y | +4.9% | +90.7% | -85.8% | -10.3% |
| 3Y | +66.8% | +328.5% | -261.7% | -0.2% |
| All | +66.8% | +335.2% | -268.4% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling