+20.7%
ACN vs FROG
+41.7%
-21.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.1% | -6.3% |
| 7D | +0.9% | +7.0% | -6.1% | -0.9% |
| 30D | +33.5% | +2.9% | +30.7% | +31.4% |
| 3M | +53.5% | +21.6% | +31.9% | +46.9% |
| 6M | +52.2% | +87.7% | -35.4% | +35.1% |
| YTD | -0.1% | +61.7% | -61.8% | -10.6% |
| 1Y | +11.0% | +113.7% | -102.6% | -5.5% |
| 3Y | -11.8% | +267.7% | -279.5% | -33.6% |
| 5Y | -22.8% | +158.8% | -181.6% | -42.9% |
| All | +20.7% | +41.7% | -21.0% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling