+61.0%
FROG vs AVAV
-63.5%
+124.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.6% |
| 7D | +17.0% | 0.0% | +17.0% | +16.2% |
| 30D | +1.3% | -9.9% | +11.2% | +2.3% |
| 3M | +17.5% | -34.7% | +52.2% | +24.0% |
| 6M | +46.8% | -26.6% | +73.4% | +51.5% |
| YTD | +65.8% | -48.9% | +114.7% | +74.4% |
| 1Y | +61.0% | -63.0% | +124.0% | +84.3% |
| All | +61.0% | -63.5% | +124.5% | +84.3% |
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 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