+21.6%
FROG vs BAH
+18.8%
+2.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -4.4% | +39.8% | +34.1% |
| 7D | +7.0% | -3.5% | +10.5% | +5.8% |
| 30D | +2.9% | +24.3% | -21.4% | -8.3% |
| 3M | +21.6% | +16.3% | +5.3% | +13.6% |
| All | +21.6% | +18.8% | +2.8% | +13.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling