+100.9%
AAOI vs FROG
+83.7%
+17.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.4% | -4.9% | -6.9% |
| 7D | -27.9% | -14.1% | -13.8% | -26.1% |
| 30D | -51.2% | -11.8% | -39.5% | -50.1% |
| 3M | -55.0% | +0.1% | -55.1% | -54.4% |
| 6M | -65.7% | +64.2% | -129.9% | -64.3% |
| YTD | +70.0% | +38.2% | +31.8% | +81.4% |
| 1Y | +100.9% | +85.4% | +15.5% | +124.7% |
| All | +100.9% | +83.7% | +17.2% | +124.7% |
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 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