-24.7%
ACN vs FROG
+83.7%
-108.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.9% |
| 7D | -1.5% | -11.3% | +9.8% | -0.3% |
| 30D | +9.4% | +3.6% | +5.7% | +8.7% |
| 3M | +5.6% | +1.7% | +4.0% | +5.0% |
| 6M | -9.3% | +123.5% | -132.8% | -18.3% |
| YTD | -29.0% | +40.2% | -69.2% | -33.7% |
| 1Y | -24.7% | +81.0% | -105.7% | -31.8% |
| All | -24.7% | +83.7% | -108.4% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling