+17.9%
ACN vs FROG
+51.8%
-33.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.5% | -3.3% |
| 7D | -2.5% | +27.1% | -29.6% | -6.4% |
| 30D | +22.6% | +5.8% | +16.8% | +20.3% |
| 3M | +45.9% | +20.8% | +25.1% | +39.9% |
| 6M | +43.8% | +53.3% | -9.5% | +32.2% |
| YTD | -2.5% | +73.2% | -75.7% | -13.5% |
| 1Y | +6.5% | +80.3% | -73.8% | -6.4% |
| 3Y | -14.2% | +318.3% | -332.5% | -36.6% |
| 5Y | -24.4% | +179.9% | -204.3% | -44.7% |
| All | +17.9% | +51.8% | -33.9% | -12.6% |
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