-27.4%
ADSK vs FROG
+132.7%
-160.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -14.5% | -4.8% | -9.7% | -13.4% |
| 30D | -19.3% | -0.9% | -18.4% | -19.2% |
| 3M | -7.8% | +7.5% | -15.2% | -10.2% |
| 6M | -20.8% | +107.0% | -127.8% | -36.3% |
| YTD | -30.2% | +39.8% | -70.0% | -38.6% |
| 1Y | -36.5% | +74.8% | -111.3% | -48.3% |
| 3Y | -5.7% | +219.3% | -225.0% | -43.4% |
| All | -27.4% | +132.7% | -160.0% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling