-19.2%
AKAM vs FROG
+55.2%
-74.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +11.2% | +48.2% | -37.0% | +1.0% |
| 30D | -13.4% | +11.4% | -24.8% | -16.4% |
| 3M | -29.5% | +28.5% | -58.0% | -34.3% |
| 6M | -42.1% | +63.7% | -105.9% | -49.4% |
| YTD | -0.8% | +77.1% | -77.9% | -15.8% |
| 1Y | -3.9% | +79.3% | -83.3% | -18.8% |
| 3Y | -21.9% | +323.8% | -345.6% | -44.2% |
| 5Y | -22.4% | +198.9% | -221.3% | -44.9% |
| All | -19.2% | +55.2% | -74.3% | -39.6% |
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