+244.1%
AG vs FROG
+307.0%
-62.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.4% | +3.6% |
| 7D | +10.8% | +27.1% | -16.3% | +6.0% |
| 30D | -8.2% | +5.8% | -14.0% | -9.7% |
| 3M | -13.7% | +20.8% | -34.5% | -17.2% |
| 6M | -27.3% | +53.3% | -80.6% | -33.1% |
| YTD | -4.6% | +73.2% | -77.8% | -15.0% |
| 1Y | +39.4% | +80.3% | -40.9% | +22.9% |
| 3Y | +244.1% | +318.3% | -74.2% | +120.4% |
| All | +244.1% | +307.0% | -62.9% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling