+293.8%
AFL vs FROG
+59.4%
+234.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.8% |
| 7D | +2.9% | +12.5% | -9.6% | +2.7% |
| 30D | +8.0% | +23.5% | -15.6% | +7.7% |
| 3M | +5.9% | +19.4% | -13.5% | +5.6% |
| 6M | +11.6% | +77.0% | -65.4% | +10.3% |
| YTD | +17.5% | +81.9% | -64.3% | +15.7% |
| 1Y | +13.3% | +90.7% | -77.4% | +11.3% |
| 3Y | +67.0% | +328.5% | -261.5% | +57.7% |
| 5Y | +150.6% | +207.0% | -56.4% | +132.6% |
| All | +293.8% | +59.4% | +234.4% | +263.9% |
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