-94.7%
AMC vs FROG
+4.7%
-99.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -13.6% | +1.1% | -7.9% |
| 7D | 0.0% | -24.5% | +24.5% | +9.6% |
| 30D | +4.4% | -24.3% | +28.7% | +13.9% |
| 3M | +15.4% | -11.7% | +27.1% | +18.0% |
| 6M | +93.7% | +37.1% | +56.6% | +67.4% |
| YTD | +97.4% | +19.5% | +78.0% | +71.7% |
| 1Y | +23.2% | +61.8% | -38.6% | -8.1% |
| 3Y | -71.3% | +178.1% | -249.4% | -85.6% |
| 5Y | -99.3% | +91.2% | -190.5% | -99.6% |
| All | -94.7% | +4.7% | -99.4% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling