+73.7%
AMAT vs FROG
+72.4%
+1.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.8% | +0.3% | +5.3% |
| 7D | +7.0% | +26.8% | -19.9% | +3.4% |
| 30D | -20.6% | +10.6% | -31.2% | -22.4% |
| 3M | -24.8% | +27.2% | -51.9% | -27.1% |
| 6M | -10.7% | +58.7% | -69.4% | -14.6% |
| YTD | +54.3% | +75.3% | -21.0% | +51.3% |
| 1Y | +73.7% | +71.1% | +2.6% | +71.0% |
| All | +73.7% | +72.4% | +1.3% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling