+11.3%
AWK vs FROG
+22.9%
-11.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | +1.7% | -11.3% | +13.0% | +2.0% |
| 30D | +5.6% | +3.6% | +1.9% | +5.4% |
| 3M | +15.9% | +1.7% | +14.2% | +15.6% |
| 6M | +4.6% | +123.5% | -119.0% | +1.6% |
| YTD | +10.1% | +40.2% | -30.2% | +8.5% |
| 1Y | +2.1% | +81.0% | -78.9% | -0.7% |
| 3Y | +9.8% | +194.8% | -184.9% | +1.6% |
| 5Y | -15.4% | +131.8% | -147.2% | -22.9% |
| All | +11.3% | +22.9% | -11.6% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling