-32.4%
AFRM vs FROG
+81.7%
-114.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -2.6% |
| 7D | -4.4% | +12.5% | -16.9% | -10.8% |
| 30D | -7.7% | +23.5% | -31.2% | -24.0% |
| 3M | -16.9% | +19.4% | -36.3% | -31.2% |
| 6M | +2.5% | +77.0% | -74.5% | -36.6% |
| YTD | -12.5% | +81.9% | -94.4% | -52.8% |
| 1Y | -11.0% | +90.7% | -101.7% | -54.1% |
| 3Y | +184.6% | +328.5% | -143.9% | -44.4% |
| 5Y | -56.3% | +207.0% | -263.3% | -89.5% |
| All | -32.4% | +81.7% | -114.1% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling