+200.1%
AA vs FROG
+41.7%
+158.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +35.3% | -32.4% | -2.3% |
| 7D | +0.9% | +7.0% | -6.1% | -1.0% |
| 30D | -6.7% | +2.9% | -9.6% | -8.1% |
| 3M | -16.3% | +21.6% | -37.9% | -20.2% |
| 6M | -37.1% | +87.7% | -124.8% | -44.7% |
| YTD | -25.0% | +61.7% | -86.7% | -33.6% |
| 1Y | +8.6% | +113.7% | -105.1% | -9.0% |
| 3Y | +57.2% | +267.7% | -210.5% | +16.4% |
| 5Y | -13.0% | +158.8% | -171.8% | -39.3% |
| All | +200.1% | +41.7% | +158.4% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling