-14.4%
ACHR vs FROG
+202.6%
-217.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +4.9% | -5.5% | +10.4% | +6.4% |
| 30D | +4.3% | -3.1% | +7.4% | +4.9% |
| 3M | +1.7% | +1.2% | +0.5% | +1.2% |
| 6M | -6.9% | +113.7% | -120.5% | -24.3% |
| YTD | -22.5% | +38.9% | -61.3% | -31.0% |
| 1Y | -31.5% | +72.0% | -103.5% | -43.3% |
| 3Y | -14.4% | +217.1% | -231.5% | -50.7% |
| All | -14.4% | +202.6% | -217.0% | -50.7% |
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