+718.9%
AVGO vs FROG
+125.4%
+593.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.2% |
| 7D | -0.3% | -5.5% | +5.2% | +0.8% |
| 30D | -13.8% | -3.1% | -10.7% | -13.6% |
| 3M | -6.9% | +1.2% | -8.2% | -8.0% |
| 6M | +11.9% | +113.7% | -101.7% | -6.6% |
| YTD | +6.9% | +38.9% | -32.0% | -3.7% |
| 1Y | +7.4% | +72.0% | -64.6% | -8.8% |
| 3Y | +345.6% | +217.1% | +128.5% | +210.2% |
| 5Y | +718.9% | +130.6% | +588.3% | +483.8% |
| All | +718.9% | +125.4% | +593.5% | +483.8% |
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