-10.2%
ADSK vs FROG
+83.7%
-93.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.5% | +7.4% |
| 7D | +11.4% | -14.1% | +25.5% | +13.8% |
| 30D | +21.9% | -11.8% | +33.7% | +23.6% |
| 3M | +13.9% | +0.1% | +13.7% | +13.2% |
| 6M | +9.1% | +64.2% | -55.1% | +1.0% |
| YTD | -8.8% | +38.2% | -47.0% | -14.9% |
| 1Y | -10.2% | +85.4% | -95.6% | -17.2% |
| All | -10.2% | +83.7% | -93.9% | -17.2% |
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 · 6 months rolling