-70.2%
AAOX vs FROG
+100.2%
-170.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.5% | -10.0% | -9.3% |
| 7D | +5.4% | -2.2% | +7.6% | +6.3% |
| 30D | -47.7% | +3.0% | -50.7% | -48.5% |
| 3M | -78.6% | +10.3% | -88.9% | -79.2% |
| All | -70.2% | +100.2% | -170.5% | -70.5% |
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 · Available span rolling