+26.7%
BA vs FROG
+22.9%
+3.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.3% |
| 7D | +1.2% | -11.3% | +12.4% | +2.9% |
| 30D | -11.6% | +3.6% | -15.3% | -12.4% |
| 3M | -2.4% | +1.7% | -4.0% | -3.4% |
| 6M | -6.6% | +123.5% | -130.2% | -19.1% |
| YTD | -2.2% | +40.2% | -42.5% | -9.9% |
| 1Y | -8.0% | +81.0% | -89.0% | -19.6% |
| 3Y | -5.0% | +194.8% | -199.7% | -27.9% |
| 5Y | -2.7% | +131.8% | -134.5% | -28.8% |
| All | +26.7% | +22.9% | +3.8% | -4.0% |
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