-31.6%
AVTR vs FROG
+45.3%
-76.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.1% | -1.6% |
| 7D | -0.1% | +17.0% | -17.1% | -2.8% |
| 30D | -0.6% | +1.3% | -1.9% | -1.7% |
| 3M | +13.4% | +17.5% | -4.1% | +9.5% |
| 6M | +87.4% | +46.8% | +40.6% | +74.4% |
| YTD | +35.9% | +65.8% | -29.9% | +22.1% |
| 1Y | +35.4% | +61.0% | -25.6% | +22.0% |
| 3Y | -16.1% | +296.7% | -312.9% | -37.6% |
| 5Y | -59.4% | +177.8% | -237.2% | -70.0% |
| All | -31.6% | +45.3% | -76.9% | -47.5% |
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