+77.4%
AJG vs FROG
+140.9%
-63.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -8.5% | -2.2% | -6.3% | -8.4% |
| 30D | -3.8% | +3.0% | -6.7% | -4.1% |
| 3M | +10.8% | +10.3% | +0.5% | +9.9% |
| 6M | +15.6% | +116.7% | -101.1% | +9.7% |
| YTD | -5.1% | +41.9% | -47.1% | -8.0% |
| 1Y | -16.0% | +78.5% | -94.5% | -20.2% |
| 3Y | +9.7% | +224.1% | -214.4% | -4.0% |
| All | +77.4% | +140.9% | -63.5% | +54.6% |
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