-99.4%
AMC vs FROG
+129.7%
-229.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.7% | +5.5% |
| 7D | +2.3% | -11.3% | +13.6% | +6.7% |
| 30D | -0.7% | +3.6% | -4.4% | -2.7% |
| 3M | +35.2% | +1.7% | +33.5% | +31.8% |
| 6M | +124.6% | +123.5% | +1.0% | +59.8% |
| YTD | +69.9% | +40.2% | +29.6% | +40.3% |
| 1Y | -2.6% | +81.0% | -83.6% | -30.8% |
| 3Y | -79.8% | +194.8% | -274.5% | -90.9% |
| All | -99.4% | +129.7% | -229.1% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling