+1,007.2%
AVGO vs FROG
+22.9%
+984.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.9% |
| 7D | -3.0% | -11.3% | +8.3% | -0.8% |
| 30D | -14.4% | +3.6% | -18.1% | -15.3% |
| 3M | -14.4% | +1.7% | -16.1% | -15.4% |
| 6M | +13.1% | +123.5% | -110.4% | -5.5% |
| YTD | +3.8% | +40.2% | -36.5% | -6.2% |
| 1Y | +17.8% | +81.0% | -63.2% | -0.1% |
| 3Y | +325.3% | +194.8% | +130.5% | +210.8% |
| 5Y | +689.9% | +131.8% | +558.1% | +469.6% |
| All | +1,007.2% | +22.9% | +984.3% | +742.2% |
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