+67.0%
FROG vs AVAV
+92.9%
-25.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.6% | -5.5% | +4.6% |
| 7D | +27.1% | +3.2% | +24.0% | +26.5% |
| 30D | +5.8% | -7.4% | +13.2% | +7.3% |
| 3M | +20.8% | -32.0% | +52.9% | +29.0% |
| 6M | +53.3% | -24.6% | +77.9% | +58.9% |
| YTD | +73.2% | -47.5% | +120.7% | +86.5% |
| 1Y | +80.3% | -61.5% | +141.8% | +104.6% |
| 3Y | +318.3% | +5.5% | +312.9% | +263.6% |
| 5Y | +179.9% | +35.7% | +144.2% | +115.4% |
| All | +67.0% | +92.9% | -25.9% | +22.3% |
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