-99.1%
AMC vs FROG
+182.9%
-282.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.2% | +5.9% |
| 7D | +6.6% | +27.1% | -20.5% | -3.4% |
| 30D | +14.1% | +5.8% | +8.3% | +9.4% |
| 3M | +31.3% | +20.8% | +10.4% | +18.6% |
| 6M | +126.7% | +53.3% | +73.3% | +86.5% |
| YTD | +117.9% | +73.2% | +44.7% | +62.2% |
| 1Y | +41.1% | +80.3% | -39.2% | +2.5% |
| 3Y | -61.0% | +318.3% | -379.3% | -85.8% |
| 5Y | -99.1% | +179.9% | -279.0% | -99.6% |
| All | -99.1% | +182.9% | -282.1% | -99.6% |
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