-5.6%
ADSK vs FROG
+22.9%
-28.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.3% | -4.9% | -7.5% |
| 7D | -16.4% | -11.3% | -5.1% | -14.0% |
| 30D | -9.2% | +3.6% | -12.9% | -10.1% |
| 3M | -6.7% | +1.7% | -8.4% | -7.9% |
| 6M | -15.5% | +123.5% | -139.0% | -32.1% |
| YTD | -26.4% | +40.2% | -66.6% | -34.7% |
| 1Y | -31.9% | +81.0% | -112.9% | -44.1% |
| 3Y | -1.0% | +194.8% | -195.7% | -34.3% |
| 5Y | -24.5% | +131.8% | -156.3% | -51.7% |
| All | -5.6% | +22.9% | -28.5% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling