+153.3%
AJG vs FROG
+22.5%
+130.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -2.9% |
| 7D | -7.4% | -4.8% | -2.6% | -7.2% |
| 30D | -3.0% | -0.9% | -2.0% | -3.1% |
| 3M | +12.8% | +7.5% | +5.4% | +12.2% |
| 6M | +12.8% | +107.0% | -94.2% | +8.4% |
| YTD | -4.7% | +39.8% | -44.6% | -7.1% |
| 1Y | -17.2% | +74.8% | -92.0% | -20.5% |
| 3Y | +10.2% | +219.3% | -209.1% | -0.2% |
| 5Y | +76.9% | +133.0% | -56.1% | +56.5% |
| All | +153.3% | +22.5% | +130.7% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling