+13.4%
AUR vs FROG
+83.7%
-70.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | +8.7% | -11.3% | +20.0% | +10.8% |
| 30D | -5.2% | +3.6% | -8.9% | -6.1% |
| 3M | -7.3% | +1.7% | -9.0% | -8.3% |
| 6M | +41.2% | +123.5% | -82.3% | +20.6% |
| YTD | +65.1% | +40.2% | +24.9% | +52.1% |
| 1Y | +13.4% | +81.0% | -67.6% | -0.8% |
| All | +13.4% | +83.7% | -70.3% | -0.8% |
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 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