-29.3%
AFRM vs FROG
+61.5%
-90.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +35.3% | -37.6% | -22.1% |
| 7D | -7.3% | +7.0% | -14.3% | -15.7% |
| 30D | -9.6% | +2.9% | -12.4% | -16.7% |
| 3M | -11.1% | +21.6% | -32.7% | -27.9% |
| 6M | +3.9% | +87.7% | -83.8% | -41.1% |
| YTD | -8.5% | +61.7% | -70.2% | -47.1% |
| 1Y | +3.3% | +113.7% | -110.4% | -53.2% |
| 3Y | +213.7% | +267.7% | -54.0% | -32.3% |
| 5Y | -58.5% | +158.8% | -217.3% | -89.1% |
| All | -29.3% | +61.5% | -90.8% | -80.6% |
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