+217.1%
FROG vs BBAI
+79.7%
+137.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.5% | -1.0% | -4.5% | -5.4% |
| 30D | -3.1% | -10.7% | +7.6% | -1.7% |
| 3M | +1.2% | -32.3% | +33.5% | +5.9% |
| 6M | +113.7% | -31.3% | +145.0% | +121.9% |
| YTD | +38.9% | -45.9% | +84.8% | +47.1% |
| 1Y | +72.0% | -40.0% | +112.0% | +77.5% |
| 3Y | +217.1% | +72.8% | +144.3% | +114.6% |
| All | +217.1% | +79.7% | +137.4% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling