+13.5%
AG vs FROG
+59.4%
-45.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.8% |
| 7D | -10.0% | +12.5% | -22.5% | -11.4% |
| 30D | -10.5% | +23.5% | -34.0% | -13.8% |
| 3M | -27.3% | +19.4% | -46.6% | -29.8% |
| 6M | -43.0% | +77.0% | -120.0% | -48.0% |
| YTD | -17.9% | +81.9% | -99.8% | -26.7% |
| 1Y | +11.9% | +90.7% | -78.7% | -0.8% |
| 3Y | +201.8% | +328.5% | -126.7% | +132.4% |
| 5Y | -0.1% | +207.0% | -207.1% | -25.7% |
| All | +13.5% | +59.4% | -45.9% | -22.1% |
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 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