+75.3%
FROG vs AVAV
+78.5%
-3.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.5% | +3.3% |
| 7D | +12.5% | +4.2% | +8.3% | +11.5% |
| 30D | +23.5% | -2.6% | +26.1% | +24.4% |
| 3M | +19.4% | -38.0% | +57.4% | +29.9% |
| 6M | +77.0% | -27.0% | +104.0% | +84.9% |
| YTD | +81.9% | -51.4% | +133.3% | +98.9% |
| 1Y | +90.7% | -60.2% | +150.9% | +115.5% |
| 3Y | +328.5% | -6.7% | +335.2% | +282.4% |
| 5Y | +207.0% | +28.3% | +178.7% | +139.2% |
| All | +75.3% | +78.5% | -3.2% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling