-12.3%
BA vs FROG
+72.8%
-85.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -0.6% | +48.2% | -48.8% | -2.3% |
| 30D | -8.0% | +11.4% | -19.4% | -8.6% |
| 3M | -25.8% | +28.5% | -54.3% | -26.9% |
| 6M | -27.6% | +63.7% | -91.3% | -29.4% |
| YTD | -21.0% | +77.1% | -98.1% | -23.5% |
| 1Y | -12.3% | +79.3% | -91.6% | -15.2% |
| All | -12.3% | +72.8% | -85.1% | -15.2% |
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