+494.2%
AMAT vs FROG
+4.7%
+489.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.6% | 0.0% | -10.9% |
| 7D | -24.3% | -24.5% | +0.2% | -20.0% |
| 30D | -39.8% | -24.3% | -15.5% | -36.5% |
| 3M | -40.2% | -11.7% | -28.5% | -39.2% |
| 6M | -22.1% | +37.1% | -59.3% | -27.9% |
| YTD | +24.7% | +19.5% | +5.2% | +16.1% |
| 1Y | +33.3% | +61.8% | -28.5% | +14.8% |
| 3Y | +133.9% | +178.1% | -44.3% | +66.3% |
| 5Y | +117.1% | +91.2% | +25.8% | +53.8% |
| All | +494.2% | +4.7% | +489.5% | +327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling