+16.8%
AG vs FROG
+182.9%
-166.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.4% | +3.5% |
| 7D | +10.8% | +27.1% | -16.3% | +5.7% |
| 30D | -8.2% | +5.8% | -14.0% | -9.9% |
| 3M | -13.7% | +20.8% | -34.5% | -17.6% |
| 6M | -27.3% | +53.3% | -80.6% | -33.6% |
| YTD | -4.6% | +73.2% | -77.8% | -16.2% |
| 1Y | +39.4% | +80.3% | -40.9% | +21.3% |
| 3Y | +244.1% | +318.3% | -74.2% | +143.2% |
| 5Y | +16.8% | +179.9% | -163.1% | -14.0% |
| All | +16.8% | +182.9% | -166.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling