-64.4%
AVTR vs FROG
+129.7%
-194.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +2.7% | -11.3% | +14.0% | +4.4% |
| 30D | +12.1% | +3.6% | +8.4% | +11.2% |
| 3M | +57.2% | +1.7% | +55.6% | +55.8% |
| 6M | +73.1% | +123.5% | -50.5% | +50.7% |
| YTD | +30.6% | +40.2% | -9.6% | +20.9% |
| 1Y | +13.5% | +81.0% | -67.5% | 0.0% |
| 3Y | -31.0% | +194.8% | -225.8% | -47.5% |
| All | -64.4% | +129.7% | -194.0% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling