+791.3%
ANET vs FROG
+136.9%
+654.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +6.0% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | -5.2% | +1.3% | -6.5% | -6.0% |
| 3M | +27.6% | +11.1% | +16.5% | +22.8% |
| 6M | +44.4% | +108.3% | -63.9% | +17.3% |
| YTD | +52.3% | +39.6% | +12.7% | +34.4% |
| 1Y | +30.4% | +74.7% | -44.3% | +6.9% |
| 3Y | +313.3% | +224.1% | +89.2% | +162.8% |
| All | +791.3% | +136.9% | +654.4% | +475.3% |
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