+589.6%
AMAT vs FROG
+59.4%
+530.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -3.3% |
| 7D | +11.4% | +12.5% | -1.1% | +8.9% |
| 30D | -17.0% | +23.5% | -40.6% | -21.0% |
| 3M | -30.6% | +19.4% | -50.0% | -33.8% |
| 6M | -14.9% | +77.0% | -91.9% | -25.3% |
| YTD | +44.7% | +81.9% | -37.2% | +23.2% |
| 1Y | +66.9% | +90.7% | -23.8% | +40.5% |
| 3Y | +153.3% | +328.5% | -175.2% | +64.3% |
| 5Y | +146.2% | +207.0% | -60.8% | +58.6% |
| All | +589.6% | +59.4% | +530.2% | +353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling