+12.4%
AA vs FROG
+129.7%
-117.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.4% |
| 7D | -0.7% | -11.3% | +10.6% | +1.7% |
| 30D | +5.0% | +3.6% | +1.3% | +3.6% |
| 3M | -35.8% | +1.7% | -37.5% | -36.8% |
| 6M | -18.4% | +123.5% | -141.9% | -33.4% |
| YTD | -5.5% | +40.2% | -45.7% | -16.0% |
| 1Y | +61.0% | +81.0% | -20.0% | +33.0% |
| 3Y | +66.2% | +194.8% | -128.5% | +12.8% |
| All | +12.4% | +129.7% | -117.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling