-45.5%
INFY vs FROG
+136.2%
-181.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -9.8% | -2.2% | -7.6% | -9.5% |
| 30D | -13.4% | +3.0% | -16.4% | -13.9% |
| 3M | -7.2% | +10.3% | -17.5% | -8.9% |
| 6M | -20.6% | +116.7% | -137.3% | -28.7% |
| YTD | -37.5% | +41.9% | -79.4% | -41.4% |
| 1Y | -33.4% | +78.5% | -111.9% | -39.9% |
| 3Y | -32.4% | +224.1% | -256.6% | -46.4% |
| 5Y | -45.5% | +142.4% | -187.9% | -56.9% |
| All | -45.5% | +136.2% | -181.7% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 5y: compounded portfolio wealth divided by compounded FROG 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…
5y analysis · Full analysis span regression · 6 months rolling