+173.7%
AFRM vs FROG
+307.0%
-133.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -2.0% |
| 7D | -7.5% | +27.1% | -34.6% | -14.9% |
| 30D | -15.7% | +5.8% | -21.5% | -18.4% |
| 3M | -9.6% | +20.8% | -30.4% | -16.6% |
| 6M | +6.3% | +53.3% | -47.1% | -10.2% |
| YTD | -8.6% | +73.2% | -81.8% | -28.8% |
| 1Y | -7.6% | +80.3% | -87.9% | -29.5% |
| 3Y | +173.7% | +318.3% | -144.7% | +5.7% |
| All | +173.7% | +307.0% | -133.3% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling