+85.4%
FROG vs BAH
+6.2%
+79.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.0% |
| 7D | -14.1% | +5.8% | -19.8% | -16.0% |
| 30D | -11.8% | +28.7% | -40.5% | -20.7% |
| 3M | +0.1% | +20.9% | -20.8% | -7.6% |
| 6M | +64.2% | +15.2% | +49.0% | +54.7% |
| YTD | +38.2% | +7.1% | +31.2% | +30.3% |
| 1Y | +85.4% | +6.4% | +79.0% | +77.5% |
| All | +85.4% | +6.2% | +79.2% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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