-80.6%
AMC vs FROG
+198.7%
-279.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.7% | +4.9% |
| 7D | +2.3% | -11.3% | +13.6% | +4.4% |
| 30D | -0.7% | +3.6% | -4.4% | -1.5% |
| 3M | +35.2% | +1.7% | +33.5% | +33.8% |
| 6M | +124.6% | +123.5% | +1.0% | +97.3% |
| YTD | +69.9% | +40.2% | +29.6% | +59.3% |
| 1Y | -2.6% | +81.0% | -83.6% | -13.8% |
| All | -80.6% | +198.7% | -279.2% | -86.5% |
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