+201.1%
FROG vs BAH
-32.2%
+233.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -3.0% |
| 7D | -11.3% | -3.2% | -8.0% | -10.7% |
| 30D | +3.6% | +2.0% | +1.6% | +3.2% |
| 3M | +1.7% | -7.6% | +9.3% | +2.9% |
| 6M | +123.5% | -5.7% | +129.2% | +125.3% |
| YTD | +40.2% | -11.7% | +52.0% | +42.4% |
| 1Y | +81.0% | -27.4% | +108.4% | +85.9% |
| All | +201.1% | -32.2% | +233.3% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling