-8.0%
BA vs FROG
+83.7%
-91.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.0% |
| 7D | +1.2% | -11.3% | +12.4% | +1.8% |
| 30D | -11.6% | +3.6% | -15.3% | -11.9% |
| 3M | -2.4% | +1.7% | -4.0% | -2.7% |
| 6M | -6.6% | +123.5% | -130.2% | -10.6% |
| YTD | -2.2% | +40.2% | -42.5% | -4.6% |
| 1Y | -8.0% | +81.0% | -89.0% | -11.8% |
| All | -8.0% | +83.7% | -91.7% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling