-94.4%
AMC vs FROG
+59.4%
-153.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.6% |
| 7D | +3.5% | +12.5% | -9.0% | -0.5% |
| 30D | +12.5% | +23.5% | -11.1% | +2.4% |
| 3M | +23.6% | +19.4% | +4.2% | +12.7% |
| 6M | +144.4% | +77.0% | +67.4% | +93.6% |
| YTD | +108.3% | +81.9% | +26.5% | +54.8% |
| 1Y | +38.9% | +90.7% | -51.8% | +0.9% |
| 3Y | -58.9% | +328.5% | -387.4% | -82.5% |
| 5Y | -99.2% | +207.0% | -306.2% | -99.6% |
| All | -94.4% | +59.4% | -153.8% | -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