-8.0%
ADSK vs FROG
+22.3%
-30.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.8% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -14.9% | +1.3% | -16.2% | -15.2% |
| 3M | +3.3% | +11.1% | -7.8% | 0.0% |
| 6M | -15.7% | +108.3% | -124.0% | -31.0% |
| YTD | -28.2% | +39.6% | -67.8% | -36.2% |
| 1Y | -34.5% | +74.7% | -109.3% | -45.8% |
| 3Y | -2.9% | +224.1% | -227.0% | -37.5% |
| 5Y | -25.3% | +138.4% | -163.7% | -52.4% |
| All | -8.0% | +22.3% | -30.3% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling