+134.0%
AZO vs FROG
+22.3%
+111.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -3.6% | -0.5% | -3.1% | -3.6% |
| 30D | -5.6% | +1.3% | -6.9% | -5.6% |
| 3M | -6.6% | +11.1% | -17.7% | -6.9% |
| 6M | -22.5% | +108.3% | -130.8% | -23.7% |
| YTD | -15.2% | +39.6% | -54.8% | -15.8% |
| 1Y | -33.9% | +74.7% | -108.7% | -34.9% |
| 3Y | +11.8% | +224.1% | -212.3% | +7.1% |
| 5Y | +85.5% | +138.4% | -52.9% | +74.9% |
| All | +134.0% | +22.3% | +111.7% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling