-94.5%
AMC vs FROG
+41.7%
-136.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +35.3% | -33.4% | -9.4% |
| 7D | +2.6% | +7.0% | -4.4% | -1.6% |
| 30D | +9.0% | +2.9% | +6.1% | +5.5% |
| 3M | +22.2% | +21.6% | +0.6% | +10.4% |
| 6M | +91.5% | +87.7% | +3.8% | +46.5% |
| YTD | +101.3% | +61.7% | +39.6% | +55.5% |
| 1Y | +20.8% | +113.7% | -92.9% | -19.1% |
| 3Y | -71.3% | +267.7% | -339.1% | -87.1% |
| 5Y | -99.2% | +158.8% | -258.0% | -99.6% |
| All | -94.5% | +41.7% | -136.2% | -97.1% |
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