+173.0%
ATI vs FROG
+83.7%
+89.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +3.0% |
| 7D | -0.1% | -11.3% | +11.2% | 0.0% |
| 30D | +2.7% | +3.6% | -0.9% | +2.8% |
| 3M | +16.3% | +1.7% | +14.6% | +16.4% |
| 6M | +30.2% | +123.5% | -93.4% | +30.9% |
| YTD | +83.6% | +40.2% | +43.3% | +86.0% |
| 1Y | +173.0% | +81.0% | +92.0% | +168.7% |
| All | +173.0% | +83.7% | +89.3% | +168.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling