-27.7%
AFRM vs FROG
+19.4%
-47.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -13.6% | +5.7% | +0.4% |
| 7D | -6.9% | -24.5% | +17.6% | +9.2% |
| 30D | -7.0% | -24.3% | +17.3% | +7.8% |
| 3M | -11.2% | -11.7% | +0.5% | -8.6% |
| 6M | +4.3% | +37.1% | -32.9% | -25.2% |
| YTD | -6.4% | +19.5% | -25.9% | -32.1% |
| 1Y | -2.6% | +61.8% | -64.4% | -45.8% |
| 3Y | +210.6% | +178.1% | +32.4% | -18.0% |
| 5Y | -57.6% | +91.2% | -148.8% | -86.0% |
| All | -27.7% | +19.4% | -47.1% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling