+12.1%
FROG vs JAAA
+29.3%
-17.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.5% |
| 7D | -11.3% | +0.2% | -11.5% | -11.6% |
| 30D | +3.6% | +0.5% | +3.1% | +2.4% |
| 3M | +1.7% | +1.3% | +0.4% | -1.1% |
| 6M | +123.5% | +2.7% | +120.9% | +111.6% |
| YTD | +40.2% | +3.2% | +37.1% | +31.6% |
| 1Y | +81.0% | +4.9% | +76.1% | +64.8% |
| 3Y | +194.8% | +19.0% | +175.8% | +147.2% |
| 5Y | +131.8% | +26.8% | +105.0% | +89.8% |
| All | +12.1% | +29.3% | -17.2% | -8.1% |
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