-31.7%
AFRM vs FROG
+76.9%
-108.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.5% |
| 7D | -5.5% | +48.2% | -53.7% | -28.7% |
| 30D | -15.5% | +11.4% | -26.9% | -25.8% |
| 3M | -10.3% | +28.5% | -38.8% | -29.3% |
| 6M | +0.6% | +63.7% | -63.1% | -34.6% |
| YTD | -11.5% | +77.1% | -88.6% | -51.6% |
| 1Y | -16.6% | +79.3% | -95.9% | -55.1% |
| 3Y | +193.5% | +323.8% | -130.2% | -42.7% |
| 5Y | -55.8% | +198.9% | -254.7% | -89.2% |
| All | -31.7% | +76.9% | -108.6% | -82.3% |
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