+635.4%
AMAT vs FROG
+53.7%
+581.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.8% | +0.3% | +4.9% |
| 7D | +7.0% | +26.8% | -19.9% | +1.6% |
| 30D | -20.6% | +10.6% | -31.2% | -22.7% |
| 3M | -24.8% | +27.2% | -51.9% | -29.2% |
| 6M | -10.7% | +58.7% | -69.4% | -20.0% |
| YTD | +54.3% | +75.3% | -21.0% | +32.4% |
| 1Y | +73.7% | +71.1% | +2.6% | +49.6% |
| 3Y | +168.4% | +319.6% | -151.2% | +74.7% |
| 5Y | +167.6% | +195.7% | -28.1% | +73.7% |
| All | +635.4% | +53.7% | +581.7% | +387.4% |
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