-97.2%
AAOX vs FROG
+61.8%
-159.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.0% | -12.0% | -12.0% |
| 7D | +22.0% | +48.2% | -26.2% | -21.1% |
| 30D | -76.8% | +11.4% | -88.2% | -76.2% |
| 3M | -90.7% | +28.5% | -119.3% | -92.2% |
| 6M | -97.2% | +63.7% | -160.9% | -98.1% |
| All | -97.2% | +61.8% | -159.0% | -98.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling