+85.8%
AZO vs FROG
+136.2%
-50.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -2.9% | -2.2% | -0.8% | -2.9% |
| 30D | -5.3% | +3.0% | -8.3% | -5.4% |
| 3M | -7.3% | +10.3% | -17.7% | -7.7% |
| 6M | -22.7% | +116.7% | -139.4% | -24.4% |
| YTD | -15.0% | +41.9% | -57.0% | -16.0% |
| 1Y | -32.2% | +78.5% | -110.8% | -33.7% |
| 3Y | +10.0% | +224.1% | -214.1% | +2.6% |
| 5Y | +85.8% | +142.4% | -56.6% | +74.6% |
| All | +85.8% | +136.2% | -50.4% | +74.6% |
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 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