-0.9%
AWK vs FROG
+160.8%
-161.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +35.3% | -36.7% | -1.7% |
| 7D | +4.1% | +7.0% | -2.9% | +4.1% |
| 30D | +18.0% | +2.9% | +15.1% | +18.0% |
| 3M | +12.2% | +21.6% | -9.4% | +11.7% |
| 6M | +21.2% | +87.7% | -66.4% | +19.0% |
| YTD | +17.6% | +61.7% | -44.1% | +15.7% |
| 1Y | +19.2% | +113.7% | -94.4% | +15.5% |
| 3Y | +26.7% | +267.7% | -241.0% | +15.1% |
| All | -0.9% | +160.8% | -161.7% | -12.7% |
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 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