+1,451.6%
ANET vs FROG
+22.3%
+1,429.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | -5.2% | +1.3% | -6.5% | -5.9% |
| 3M | +27.6% | +11.1% | +16.5% | +23.4% |
| 6M | +44.4% | +108.3% | -63.9% | +20.3% |
| YTD | +52.3% | +39.6% | +12.7% | +36.4% |
| 1Y | +30.4% | +74.7% | -44.3% | +9.6% |
| 3Y | +313.3% | +224.1% | +89.2% | +185.1% |
| 5Y | +810.0% | +138.4% | +671.6% | +517.4% |
| All | +1,451.6% | +22.3% | +1,429.3% | +1,002.8% |
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