-10.6%
BA vs FROG
+83.7%
-94.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +2.2% |
| 7D | +5.9% | -14.1% | +20.0% | +6.4% |
| 30D | -8.2% | -11.8% | +3.6% | -7.9% |
| 3M | -25.4% | +0.1% | -25.5% | -25.6% |
| 6M | -20.0% | +64.2% | -84.2% | -21.3% |
| YTD | -18.5% | +38.2% | -56.7% | -20.2% |
| 1Y | -10.6% | +85.4% | -96.0% | -12.6% |
| All | -10.6% | +83.7% | -94.3% | -12.6% |
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 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