+954.5%
ATI vs FROG
+182.9%
+771.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -2.0% | +4.3% |
| 7D | +6.0% | +27.1% | -21.1% | +2.7% |
| 30D | -3.6% | +5.8% | -9.5% | -5.0% |
| 3M | -18.9% | +20.8% | -39.7% | -21.5% |
| 6M | +16.7% | +53.3% | -36.6% | +9.3% |
| YTD | +61.1% | +73.2% | -12.1% | +46.3% |
| 1Y | +89.3% | +80.3% | +9.0% | +70.4% |
| 3Y | +333.3% | +318.3% | +15.0% | +231.6% |
| 5Y | +954.5% | +179.9% | +774.6% | +737.8% |
| All | +954.5% | +182.9% | +771.6% | +737.8% |
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 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