+76.2%
AG vs FROG
+22.5%
+53.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -0.1% | -4.8% | +4.7% | +0.6% |
| 30D | +12.5% | -0.9% | +13.4% | +12.4% |
| 3M | +28.2% | +7.5% | +20.7% | +26.4% |
| 6M | -18.8% | +107.0% | -125.9% | -27.2% |
| YTD | +27.4% | +39.8% | -12.4% | +19.2% |
| 1Y | +132.2% | +74.8% | +57.4% | +109.4% |
| 3Y | +286.9% | +219.3% | +67.6% | +213.2% |
| 5Y | +72.8% | +133.0% | -60.2% | +34.2% |
| All | +76.2% | +22.5% | +53.7% | +26.7% |
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