-20.9%
AFRM vs FROG
+129.7%
-150.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -0.5% |
| 7D | -7.0% | -11.3% | +4.3% | +0.5% |
| 30D | -7.8% | +3.6% | -11.4% | -11.5% |
| 3M | +5.3% | +1.7% | +3.6% | +0.3% |
| 6M | +42.6% | +123.5% | -80.9% | -28.4% |
| YTD | -2.8% | +40.2% | -43.0% | -35.6% |
| 1Y | -19.3% | +81.0% | -100.3% | -58.5% |
| 3Y | +231.0% | +194.8% | +36.2% | -23.7% |
| All | -20.9% | +129.7% | -150.6% | -77.5% |
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