+909.2%
AAOI vs FROG
+22.3%
+886.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -23.7% | +1.3% | -25.0% | -24.6% |
| 3M | -39.0% | +11.1% | -50.1% | -41.4% |
| 6M | -17.0% | +108.3% | -125.4% | -37.4% |
| YTD | +202.2% | +39.6% | +162.7% | +154.9% |
| 1Y | +292.4% | +74.7% | +217.7% | +197.2% |
| 3Y | +804.4% | +224.1% | +580.3% | +404.0% |
| 5Y | +1,318.0% | +138.4% | +1,179.6% | +688.2% |
| All | +909.2% | +22.3% | +886.9% | +501.4% |
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