-99.1%
AMC vs FROG
+170.5%
-269.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.0% | +3.2% |
| 7D | +5.5% | +17.0% | -11.5% | -1.7% |
| 30D | +16.1% | +1.3% | +14.8% | +12.9% |
| 3M | +43.0% | +17.5% | +25.5% | +30.3% |
| 6M | +130.7% | +46.8% | +83.9% | +92.6% |
| YTD | +121.8% | +65.8% | +56.0% | +67.5% |
| 1Y | +40.7% | +61.0% | -20.3% | +7.1% |
| 3Y | -56.8% | +296.7% | -353.5% | -83.9% |
| 5Y | -99.1% | +177.8% | -276.9% | -99.6% |
| All | -99.1% | +170.5% | -269.6% | -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