-42.7%
ACHR vs FROG
+30.7%
-73.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | +0.3% |
| 7D | -0.7% | -11.3% | +10.6% | +3.5% |
| 30D | +9.8% | +3.6% | +6.2% | +8.0% |
| 3M | -10.5% | +1.7% | -12.2% | -11.3% |
| 6M | -15.5% | +123.5% | -139.1% | -38.3% |
| YTD | -24.1% | +40.2% | -64.3% | -36.3% |
| 1Y | -32.4% | +81.0% | -113.4% | -50.0% |
| 3Y | -11.6% | +194.8% | -206.4% | -52.0% |
| 5Y | -42.9% | +131.8% | -174.7% | -70.1% |
| All | -42.7% | +30.7% | -73.4% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling