+15.2%
FROG vs AVAV
+55.1%
-39.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.8% | -3.7% | -11.8% |
| 7D | -24.5% | -24.3% | -0.2% | -20.5% |
| 30D | -24.3% | -28.9% | +4.6% | -19.4% |
| 3M | -11.7% | -39.3% | +27.5% | -3.6% |
| 6M | +37.1% | -38.8% | +75.9% | +47.6% |
| YTD | +19.5% | -57.8% | +77.3% | +33.9% |
| 1Y | +61.8% | -70.9% | +132.7% | +93.2% |
| 3Y | +178.1% | -14.8% | +192.9% | +151.2% |
| 5Y | +91.2% | +7.3% | +83.9% | +53.6% |
| All | +15.2% | +55.1% | -39.9% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling