+3.3%
AVGO vs FROG
+72.8%
-69.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.4% |
| 7D | +25.0% | +48.2% | -23.2% | +17.1% |
| 30D | +2.0% | +11.4% | -9.4% | -0.1% |
| 3M | -12.3% | +28.5% | -40.8% | -16.1% |
| 6M | -12.8% | +63.7% | -76.5% | -19.7% |
| YTD | +5.9% | +77.1% | -71.2% | 0.0% |
| 1Y | +3.3% | +79.3% | -76.0% | -3.3% |
| All | +3.3% | +72.8% | -69.5% | -3.3% |
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