-17.7%
ACN vs FROG
+21.7%
-39.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -4.8% | -5.5% | +0.7% | -4.0% |
| 30D | +1.9% | -3.1% | +5.0% | +2.1% |
| 3M | +3.9% | +1.2% | +2.6% | +2.8% |
| 6M | -15.0% | +113.7% | -128.7% | -25.4% |
| YTD | -31.9% | +38.9% | -70.8% | -36.9% |
| 1Y | -28.5% | +72.0% | -100.5% | -36.5% |
| 3Y | -41.9% | +217.1% | -259.0% | -54.9% |
| 5Y | -42.9% | +130.6% | -173.5% | -56.4% |
| All | -17.7% | +21.7% | -39.4% | -36.2% |
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 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