-24.9%
AFRM vs FROG
+40.1%
-65.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -0.6% |
| 7D | -7.0% | -11.3% | +4.3% | +0.1% |
| 30D | -7.8% | +3.6% | -11.4% | -11.3% |
| 3M | +5.3% | +1.7% | +3.6% | +0.6% |
| 6M | +42.6% | +123.5% | -80.9% | -25.4% |
| YTD | -2.8% | +40.2% | -43.0% | -34.0% |
| 1Y | -19.3% | +81.0% | -100.3% | -56.5% |
| 3Y | +231.0% | +194.8% | +36.2% | -9.0% |
| 5Y | -22.2% | +131.8% | -154.1% | -76.5% |
| All | -24.9% | +40.1% | -65.0% | -75.8% |
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