+969.9%
AVGO vs FROG
+53.7%
+916.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +2.9% |
| 7D | +6.1% | +26.8% | -20.8% | +0.5% |
| 30D | -2.7% | +10.6% | -13.3% | -5.6% |
| 3M | -16.9% | +27.2% | -44.1% | -22.0% |
| 6M | -19.1% | +58.7% | -77.8% | -27.9% |
| YTD | +0.3% | +75.3% | -75.0% | -14.4% |
| 1Y | -1.2% | +71.1% | -72.3% | -15.2% |
| 3Y | +272.4% | +319.6% | -47.1% | +151.3% |
| 5Y | +579.0% | +195.7% | +383.4% | +362.3% |
| All | +969.9% | +53.7% | +916.2% | +668.7% |
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 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