+7.8%
AMCR vs FROG
+22.9%
-15.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -1.9% | -11.3% | +9.4% | -1.4% |
| 30D | -4.1% | +3.6% | -7.7% | -4.3% |
| 3M | +21.7% | +1.7% | +20.0% | +21.3% |
| 6M | +1.5% | +123.5% | -122.0% | -2.9% |
| YTD | +13.1% | +40.2% | -27.1% | +10.4% |
| 1Y | +16.5% | +81.0% | -64.5% | +11.7% |
| 3Y | +10.3% | +194.8% | -184.5% | +0.3% |
| 5Y | -7.7% | +131.8% | -139.5% | -18.9% |
| All | +7.8% | +22.9% | -15.1% | -5.2% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling