-1.7%
AKAM vs FROG
+22.9%
-24.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | -2.1% | -11.3% | +9.2% | +0.4% |
| 30D | -13.9% | +3.6% | -17.6% | -14.9% |
| 3M | -33.8% | +1.7% | -35.5% | -34.7% |
| 6M | +2.2% | +123.5% | -121.4% | -14.3% |
| YTD | +20.6% | +40.2% | -19.7% | +9.2% |
| 1Y | +36.3% | +81.0% | -44.7% | +17.6% |
| 3Y | -0.1% | +194.8% | -194.9% | -22.8% |
| 5Y | -7.5% | +131.8% | -139.3% | -30.1% |
| All | -1.7% | +22.9% | -24.6% | -21.7% |
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 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