+2,040.3%
ATI vs FROG
+22.5%
+2,017.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +2.4% | -4.8% | +7.2% | +2.9% |
| 30D | -9.5% | -0.9% | -8.5% | -9.6% |
| 3M | +10.4% | +7.5% | +2.9% | +9.1% |
| 6M | +31.8% | +107.0% | -75.2% | +20.5% |
| YTD | +80.0% | +39.8% | +40.2% | +70.4% |
| 1Y | +175.8% | +74.8% | +101.0% | +152.1% |
| 3Y | +364.2% | +219.3% | +145.0% | +286.0% |
| 5Y | +1,076.9% | +133.0% | +943.9% | +876.5% |
| All | +2,040.3% | +22.5% | +2,017.8% | +1,721.5% |
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