+79.3%
FROG vs BAH
+3.0%
+76.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +48.2% | -2.6% | +50.8% | +48.7% |
| 30D | +11.4% | +20.4% | -9.0% | +3.0% |
| 3M | +28.5% | +11.9% | +16.7% | +22.2% |
| 6M | +63.7% | +17.1% | +46.6% | +52.7% |
| YTD | +77.1% | +5.5% | +71.5% | +69.7% |
| 1Y | +79.3% | +5.6% | +73.7% | +73.8% |
| All | +79.3% | +3.0% | +76.3% | +73.8% |
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