+933.8%
AAOI vs FROG
+22.5%
+911.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +4.7% | -4.8% | +9.5% | +6.3% |
| 30D | -18.7% | -0.9% | -17.8% | -19.0% |
| 3M | -33.7% | +7.5% | -41.2% | -35.6% |
| 6M | -2.4% | +107.0% | -109.4% | -26.2% |
| YTD | +209.6% | +39.8% | +169.8% | +161.1% |
| 1Y | +355.0% | +74.8% | +280.2% | +244.6% |
| 3Y | +814.7% | +219.3% | +595.4% | +412.9% |
| 5Y | +1,298.1% | +133.0% | +1,165.1% | +680.9% |
| All | +933.8% | +22.5% | +911.3% | +516.0% |
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