+64.0%
AFL vs FROG
+202.6%
-138.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.7% |
| 7D | -0.7% | -5.5% | +4.8% | -0.7% |
| 30D | -7.1% | -3.1% | -4.0% | -7.1% |
| 3M | +0.4% | +1.2% | -0.8% | +0.4% |
| 6M | +4.5% | +113.7% | -109.1% | +2.9% |
| YTD | +6.1% | +38.9% | -32.8% | +5.3% |
| 1Y | +10.6% | +72.0% | -61.4% | +8.7% |
| 3Y | +64.0% | +217.1% | -153.1% | +50.7% |
| All | +64.0% | +202.6% | -138.6% | +50.7% |
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