-71.9%
AMC vs FROG
+176.4%
-248.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -13.6% | +1.1% | -10.3% |
| 7D | 0.0% | -24.5% | +24.5% | +4.5% |
| 30D | +4.4% | -24.3% | +28.7% | +8.9% |
| 3M | +15.4% | -11.7% | +27.1% | +17.0% |
| 6M | +93.7% | +37.1% | +56.6% | +85.1% |
| YTD | +97.4% | +19.5% | +78.0% | +90.7% |
| 1Y | +23.2% | +61.8% | -38.6% | +11.8% |
| All | -71.9% | +176.4% | -248.2% | -81.7% |
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