-39.9%
ACN vs FROG
+206.6%
-246.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.9% |
| 7D | -1.5% | -11.3% | +9.8% | 0.0% |
| 30D | +9.4% | +3.6% | +5.7% | +8.5% |
| 3M | +5.6% | +1.7% | +4.0% | +4.6% |
| 6M | -9.3% | +123.5% | -132.8% | -20.3% |
| YTD | -29.0% | +40.2% | -69.2% | -34.1% |
| 1Y | -24.7% | +81.0% | -105.7% | -33.3% |
| All | -39.9% | +206.6% | -246.5% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling