+195.7%
FROG vs AVAV
+35.3%
+160.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.6% |
| 7D | +26.8% | +9.9% | +17.0% | +24.9% |
| 30D | +10.6% | -5.4% | +16.0% | +11.8% |
| 3M | +27.2% | -36.5% | +63.7% | +37.7% |
| 6M | +58.7% | -25.3% | +83.9% | +64.9% |
| YTD | +75.3% | -48.6% | +123.9% | +89.7% |
| 1Y | +71.1% | -62.1% | +133.2% | +95.3% |
| 3Y | +319.6% | +2.3% | +317.3% | +259.2% |
| 5Y | +195.7% | +35.4% | +160.3% | +90.3% |
| All | +195.7% | +35.3% | +160.3% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling