-1.5%
BAC vs FROG
+83.7%
-85.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.0% |
| 7D | +1.5% | -14.1% | +15.6% | +1.5% |
| 30D | -4.4% | -11.8% | +7.4% | -4.4% |
| 3M | -17.5% | +0.1% | -17.6% | -17.4% |
| 6M | -0.1% | +64.2% | -64.3% | -0.2% |
| YTD | -4.6% | +38.2% | -42.9% | -5.5% |
| 1Y | -1.5% | +85.4% | -86.9% | -3.6% |
| All | -1.5% | +83.7% | -85.2% | -3.6% |
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