+328.5%
FROG vs JAAA
+18.5%
+310.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.4% |
| 7D | +12.5% | +0.1% | +12.4% | +11.7% |
| 30D | +23.5% | +0.4% | +23.1% | +19.9% |
| 3M | +19.4% | +1.2% | +18.2% | +9.5% |
| 6M | +77.0% | +2.3% | +74.7% | +50.8% |
| YTD | +81.9% | +4.0% | +77.9% | +39.8% |
| 1Y | +90.7% | +4.8% | +85.8% | +39.6% |
| 3Y | +328.5% | +18.4% | +310.1% | +60.2% |
| All | +328.5% | +18.5% | +310.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling