+35.2%
AVTR vs FROG
+72.8%
-37.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +3.2% | +48.2% | -45.0% | -0.3% |
| 30D | +0.5% | +11.4% | -11.0% | -0.9% |
| 3M | +12.1% | +28.5% | -16.4% | +9.4% |
| 6M | +91.2% | +63.7% | +27.5% | +82.8% |
| YTD | +36.3% | +77.1% | -40.8% | +26.4% |
| 1Y | +35.2% | +79.3% | -44.1% | +25.1% |
| All | +35.2% | +72.8% | -37.6% | +25.1% |
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