-22.5%
ACHR vs FROG
+335.2%
-357.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.7% | -9.6% | -7.7% |
| 7D | -9.2% | +12.5% | -21.7% | -12.2% |
| 30D | -1.0% | +23.5% | -24.5% | -7.9% |
| 3M | -42.2% | +19.4% | -61.6% | -45.9% |
| 6M | -38.2% | +77.0% | -115.2% | -47.3% |
| YTD | -46.4% | +81.9% | -128.3% | -55.8% |
| 1Y | -49.4% | +90.7% | -140.0% | -58.8% |
| 3Y | -22.5% | +328.5% | -351.0% | -61.5% |
| All | -22.5% | +335.2% | -357.7% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling