-71.3%
AMC vs FROG
+274.0%
-345.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +35.3% | -33.4% | -3.5% |
| 7D | +2.6% | +7.0% | -4.4% | +0.8% |
| 30D | +9.0% | +2.9% | +6.1% | +7.6% |
| 3M | +22.2% | +21.6% | +0.6% | +17.0% |
| 6M | +91.5% | +87.7% | +3.8% | +72.9% |
| YTD | +101.3% | +61.7% | +39.6% | +84.0% |
| 1Y | +20.8% | +113.7% | -92.9% | +4.3% |
| 3Y | -71.3% | +267.7% | -339.1% | -82.3% |
| All | -71.3% | +274.0% | -345.3% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling