+79.3%
FROG vs JAAA
+4.7%
+74.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +48.2% | +0.1% | +48.1% | +46.3% |
| 30D | +11.4% | +0.4% | +11.0% | +5.2% |
| 3M | +28.5% | +1.2% | +27.3% | +6.8% |
| 6M | +63.7% | +2.3% | +61.4% | +17.1% |
| YTD | +77.1% | +4.0% | +73.1% | +16.2% |
| 1Y | +79.3% | +4.8% | +74.5% | +38.9% |
| All | +79.3% | +4.7% | +74.6% | +38.9% |
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