+279.0%
AG vs FROG
+202.6%
+76.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | +4.5% | -5.5% | +10.0% | +5.3% |
| 30D | +12.9% | -3.1% | +16.0% | +13.2% |
| 3M | +20.9% | +1.2% | +19.7% | +20.4% |
| 6M | -19.5% | +113.7% | -133.2% | -27.5% |
| YTD | +24.8% | +38.9% | -14.1% | +18.1% |
| 1Y | +120.2% | +72.0% | +48.3% | +100.9% |
| 3Y | +279.0% | +217.1% | +61.9% | +295.3% |
| All | +279.0% | +202.6% | +76.4% | +295.3% |
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