-17.2%
AWK vs FROG
+125.4%
-142.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +2.2% | -5.5% | +7.7% | +2.3% |
| 30D | +4.4% | -3.1% | +7.6% | +4.4% |
| 3M | +15.4% | +1.2% | +14.1% | +15.2% |
| 6M | +3.5% | +113.7% | -110.2% | +0.9% |
| YTD | +9.8% | +38.9% | -29.1% | +8.4% |
| 1Y | +3.0% | +72.0% | -69.0% | +0.5% |
| 3Y | +9.7% | +217.1% | -207.5% | -0.1% |
| 5Y | -17.2% | +130.6% | -147.8% | -28.0% |
| All | -17.2% | +125.4% | -142.5% | -28.0% |
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