+140.1%
AZO vs FROG
+21.7%
+118.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -0.5% | -5.5% | +5.0% | -0.4% |
| 30D | -5.6% | -3.1% | -2.5% | -5.6% |
| 3M | -4.0% | +1.2% | -5.2% | -4.1% |
| 6M | -18.9% | +113.7% | -132.6% | -20.2% |
| YTD | -13.0% | +38.9% | -51.8% | -13.6% |
| 1Y | -30.4% | +72.0% | -102.4% | -31.4% |
| 3Y | +12.7% | +217.1% | -204.4% | +8.0% |
| 5Y | +89.6% | +130.6% | -41.0% | +78.7% |
| All | +140.1% | +21.7% | +118.4% | +129.0% |
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 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