+22.9%
AG vs FROG
+53.7%
-30.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.9% |
| 7D | -4.0% | +26.8% | -30.9% | -7.7% |
| 30D | -13.1% | +10.6% | -23.7% | -15.0% |
| 3M | -22.0% | +27.2% | -49.2% | -25.5% |
| 6M | -37.3% | +58.7% | -95.9% | -42.0% |
| YTD | -11.2% | +75.3% | -86.5% | -20.3% |
| 1Y | +23.9% | +71.1% | -47.1% | +11.6% |
| 3Y | +225.1% | +319.6% | -94.4% | +151.2% |
| 5Y | +7.7% | +195.7% | -187.9% | -19.4% |
| All | +22.9% | +53.7% | -30.8% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling