+247.2%
AMAT vs FROG
+129.7%
+117.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +5.0% |
| 7D | -1.5% | -11.3% | +9.8% | +0.9% |
| 30D | -14.8% | +3.6% | -18.4% | -15.8% |
| 3M | -9.3% | +1.7% | -10.9% | -10.4% |
| 6M | +27.4% | +123.5% | -96.1% | +4.6% |
| YTD | +77.6% | +40.2% | +37.3% | +58.8% |
| 1Y | +188.9% | +81.0% | +108.0% | +138.8% |
| 3Y | +202.3% | +194.8% | +7.5% | +97.9% |
| All | +247.2% | +129.7% | +117.5% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling