+55.9%
FROG vs AVAV
+71.3%
-15.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +10.5% | +24.9% | +33.2% |
| 7D | +7.0% | -10.6% | +17.6% | +9.6% |
| 30D | +2.9% | -18.8% | +21.7% | +7.2% |
| 3M | +21.6% | -34.1% | +55.7% | +31.1% |
| 6M | +87.7% | -35.3% | +123.0% | +100.3% |
| YTD | +61.7% | -53.4% | +115.1% | +78.4% |
| 1Y | +113.7% | -65.6% | +179.3% | +148.3% |
| 3Y | +267.7% | -5.1% | +272.8% | +226.3% |
| 5Y | +158.8% | +18.5% | +140.3% | +104.6% |
| All | +55.9% | +71.3% | -15.5% | +16.9% |
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