+133.1%
FROG vs BBAI
-76.8%
+209.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -4.1% |
| 7D | +17.0% | -8.3% | +25.3% | +17.5% |
| 30D | +1.3% | -2.9% | +4.2% | +1.5% |
| 3M | +17.5% | -28.2% | +45.6% | +19.1% |
| 6M | +46.8% | -44.5% | +91.3% | +50.1% |
| YTD | +65.8% | -57.0% | +122.8% | +70.5% |
| 1Y | +61.0% | -59.4% | +120.4% | +65.6% |
| 3Y | +296.7% | +48.7% | +248.0% | +285.0% |
| 5Y | +177.8% | -76.8% | +254.6% | +196.6% |
| All | +133.1% | -76.8% | +209.9% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling