+1,415.7%
ANET vs FROG
+21.7%
+1,394.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +3.0% | -5.5% | +8.5% | +4.2% |
| 30D | +3.3% | -3.1% | +6.5% | +3.6% |
| 3M | +24.7% | +1.2% | +23.4% | +22.9% |
| 6M | +46.7% | +113.7% | -67.0% | +21.5% |
| YTD | +48.8% | +38.9% | +9.9% | +33.4% |
| 1Y | +39.2% | +72.0% | -32.7% | +17.5% |
| 3Y | +296.9% | +217.1% | +79.8% | +175.3% |
| 5Y | +767.5% | +130.6% | +636.9% | +491.0% |
| All | +1,415.7% | +21.7% | +1,394.0% | +978.8% |
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 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