+2,082.9%
ATI vs FROG
+22.9%
+2,060.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +3.3% |
| 7D | -0.1% | -11.3% | +11.2% | +1.1% |
| 30D | +2.7% | +3.6% | -0.9% | +2.1% |
| 3M | +16.3% | +1.7% | +14.6% | +15.5% |
| 6M | +30.2% | +123.5% | -93.4% | +18.0% |
| YTD | +83.6% | +40.2% | +43.3% | +73.7% |
| 1Y | +173.0% | +81.0% | +92.0% | +148.4% |
| 3Y | +356.6% | +194.8% | +161.9% | +281.9% |
| 5Y | +1,074.2% | +131.8% | +942.4% | +874.0% |
| All | +2,082.9% | +22.9% | +2,060.0% | +1,757.2% |
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