+2.7%
AMCR vs FROG
+24.4%
-21.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.9% |
| 30D | -8.0% | +3.0% | -10.9% | -8.2% |
| 3M | +14.3% | +10.3% | +4.0% | +13.6% |
| 6M | +5.3% | +116.7% | -111.4% | +1.0% |
| YTD | +7.7% | +41.9% | -34.2% | +5.1% |
| 1Y | +10.8% | +78.5% | -67.7% | +6.4% |
| 3Y | +9.6% | +224.1% | -214.6% | -0.9% |
| 5Y | -10.2% | +142.4% | -152.6% | -21.1% |
| All | +2.7% | +24.4% | -21.7% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling