+85.4%
FROG vs JAAA
+4.8%
+80.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -14.1% | +0.2% | -14.2% | -15.9% |
| 30D | -11.8% | +0.4% | -12.2% | -17.4% |
| 3M | +0.1% | +1.2% | -1.1% | -17.7% |
| 6M | +64.2% | +2.3% | +61.9% | +14.8% |
| YTD | +38.2% | +3.9% | +34.4% | -12.4% |
| 1Y | +85.4% | +4.8% | +80.6% | +20.8% |
| All | +85.4% | +4.8% | +80.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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