+41.5%
FROG vs JAAA
+30.2%
+11.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +48.2% | +0.1% | +48.1% | +47.9% |
| 30D | +11.4% | +0.4% | +11.0% | +10.4% |
| 3M | +28.5% | +1.2% | +27.3% | +25.1% |
| 6M | +63.7% | +2.3% | +61.4% | +55.8% |
| YTD | +77.1% | +4.0% | +73.1% | +63.3% |
| 1Y | +79.3% | +4.8% | +74.5% | +63.0% |
| 3Y | +323.8% | +18.5% | +305.3% | +249.7% |
| 5Y | +198.9% | +27.5% | +171.4% | +142.5% |
| All | +41.5% | +30.2% | +11.3% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling