-29.4%
AFRM vs FROG
+73.0%
-102.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -4.1% |
| 7D | -7.5% | +27.1% | -34.6% | -23.9% |
| 30D | -15.7% | +5.8% | -21.5% | -23.6% |
| 3M | -9.6% | +20.8% | -30.4% | -26.0% |
| 6M | +6.3% | +53.3% | -47.1% | -28.1% |
| YTD | -8.6% | +73.2% | -81.8% | -49.3% |
| 1Y | -7.6% | +80.3% | -87.9% | -50.8% |
| 3Y | +173.7% | +318.3% | -144.7% | -46.4% |
| 5Y | -56.9% | +179.9% | -236.8% | -89.1% |
| All | -29.4% | +73.0% | -102.4% | -81.4% |
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