+4.3%
ACN vs FROG
+72.8%
-68.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -5.7% | +48.2% | -54.0% | -8.4% |
| 30D | +17.0% | +11.4% | +5.6% | +16.3% |
| 3M | +39.9% | +28.5% | +11.3% | +36.2% |
| 6M | +50.2% | +63.7% | -13.5% | +40.8% |
| YTD | -4.2% | +77.1% | -81.2% | -13.1% |
| 1Y | +4.3% | +79.3% | -75.0% | -5.6% |
| All | +4.3% | +72.8% | -68.5% | -5.6% |
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 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