-51.3%
ACHR vs FROG
+63.4%
-114.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +1.1% |
| 7D | +18.0% | +26.8% | -8.9% | +7.3% |
| 30D | +3.6% | +10.6% | -7.0% | -1.6% |
| 3M | -28.4% | +27.2% | -55.6% | -35.8% |
| 6M | -25.7% | +58.7% | -84.4% | -38.7% |
| YTD | -35.4% | +75.3% | -110.7% | -50.9% |
| 1Y | -45.6% | +71.1% | -116.7% | -58.3% |
| 3Y | -2.2% | +319.6% | -321.8% | -54.6% |
| 5Y | -20.3% | +195.7% | -216.0% | -62.1% |
| All | -51.3% | +63.4% | -114.6% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling