+267.7%
FROG vs AVAV
-5.8%
+273.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +10.5% | +24.9% | +33.5% |
| 7D | +7.0% | -10.6% | +17.6% | +8.8% |
| 30D | +2.9% | -18.8% | +21.7% | +5.9% |
| 3M | +21.6% | -34.1% | +55.7% | +28.2% |
| 6M | +87.7% | -35.3% | +123.0% | +96.7% |
| YTD | +61.7% | -53.4% | +115.1% | +72.9% |
| 1Y | +113.7% | -65.6% | +179.3% | +135.0% |
| 3Y | +267.7% | -5.1% | +272.8% | +246.6% |
| All | +267.7% | -5.8% | +273.5% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling