-93.7%
AAOX vs FROG
+147.4%
-241.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | +5.8% | +25.6% | +27.0% |
| 7D | -20.1% | +26.8% | -47.0% | -29.2% |
| 30D | -75.5% | +10.6% | -86.1% | -75.3% |
| 3M | -89.0% | +27.2% | -116.2% | -89.7% |
| 6M | -96.7% | +58.7% | -155.4% | -96.6% |
| All | -93.7% | +147.4% | -241.1% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling