+519.3%
AMAT vs FROG
+41.7%
+477.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +35.3% | -31.1% | -2.5% |
| 7D | -14.7% | +7.0% | -21.7% | -16.4% |
| 30D | -36.1% | +2.9% | -39.0% | -37.0% |
| 3M | -36.9% | +21.6% | -58.5% | -40.1% |
| 6M | -22.2% | +87.7% | -109.9% | -32.7% |
| YTD | +29.9% | +61.7% | -31.7% | +13.2% |
| 1Y | +43.3% | +113.7% | -70.4% | +16.1% |
| 3Y | +142.7% | +267.7% | -125.1% | +62.4% |
| 5Y | +126.2% | +158.8% | -32.6% | +50.0% |
| All | +519.3% | +41.7% | +477.6% | +316.6% |
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 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