-50.6%
AFRM vs FROG
+170.5%
-221.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -0.5% |
| 7D | -8.4% | +17.0% | -25.4% | -21.3% |
| 30D | -18.3% | +1.3% | -19.6% | -24.4% |
| 3M | -12.7% | +17.5% | -30.2% | -28.2% |
| 6M | +3.0% | +46.8% | -43.7% | -30.2% |
| YTD | -11.4% | +65.8% | -77.2% | -51.6% |
| 1Y | -13.3% | +61.0% | -74.3% | -52.0% |
| 3Y | +194.0% | +296.7% | -102.7% | -54.0% |
| 5Y | -50.6% | +177.8% | -228.4% | -88.1% |
| All | -50.6% | +170.5% | -221.1% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling