+81.0%
FROG vs AVAV
-39.1%
+120.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.1% |
| 7D | -11.3% | -2.2% | -9.1% | -11.0% |
| 30D | +3.6% | -13.9% | +17.6% | +5.7% |
| 3M | +1.7% | -29.2% | +30.9% | +5.5% |
| 6M | +123.5% | -36.1% | +159.7% | +132.0% |
| YTD | +40.2% | -40.2% | +80.4% | +45.4% |
| 1Y | +81.0% | -36.2% | +117.2% | +103.6% |
| All | +81.0% | -39.1% | +120.1% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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