-31.8%
AVTR vs FROG
+59.4%
-91.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | +0.5% | +12.5% | -12.0% | -1.1% |
| 30D | -1.0% | +23.5% | -24.6% | -4.6% |
| 3M | +12.2% | +19.4% | -7.2% | +8.2% |
| 6M | +97.5% | +77.0% | +20.5% | +79.1% |
| YTD | +35.6% | +81.9% | -46.3% | +20.4% |
| 1Y | +32.8% | +90.7% | -57.8% | +16.9% |
| 3Y | -16.5% | +328.5% | -345.0% | -38.5% |
| 5Y | -59.1% | +207.0% | -266.2% | -70.2% |
| All | -31.8% | +59.4% | -91.1% | -48.2% |
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 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