-15.3%
AVTR vs FROG
+274.0%
-289.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +35.3% | -33.1% | -1.0% |
| 7D | -3.6% | +7.0% | -10.6% | -4.7% |
| 30D | +0.8% | +2.9% | -2.1% | -0.1% |
| 3M | +17.4% | +21.6% | -4.2% | +14.3% |
| 6M | +83.5% | +87.7% | -4.1% | +70.3% |
| YTD | +35.0% | +61.7% | -26.7% | +25.9% |
| 1Y | +36.7% | +113.7% | -77.0% | +23.0% |
| 3Y | -15.3% | +267.7% | -283.1% | -26.7% |
| All | -15.3% | +274.0% | -289.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling