-44.8%
ACHR vs FROG
+30.3%
-75.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.3% | -5.9% |
| 7D | -2.7% | -4.8% | +2.2% | -1.0% |
| 30D | -12.1% | -0.9% | -11.2% | -12.2% |
| 3M | +3.4% | +7.5% | -4.1% | +0.3% |
| 6M | -15.6% | +107.0% | -122.7% | -36.6% |
| YTD | -26.9% | +39.8% | -66.7% | -38.6% |
| 1Y | -34.8% | +74.8% | -109.6% | -51.0% |
| 3Y | -19.2% | +219.3% | -238.5% | -57.7% |
| 5Y | -43.8% | +133.0% | -176.7% | -70.5% |
| All | -44.8% | +30.3% | -75.1% | -67.4% |
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