+8.3%
AMCR vs FROG
+85.3%
-77.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | +0.1% |
| 7D | -2.4% | +12.5% | -14.9% | -2.0% |
| 30D | +3.6% | +23.5% | -19.9% | +4.6% |
| 3M | -4.2% | +19.4% | -23.6% | -3.3% |
| 6M | +15.5% | +77.0% | -61.5% | +17.8% |
| YTD | +9.7% | +81.9% | -72.1% | +10.1% |
| 1Y | +8.3% | +90.7% | -82.4% | +9.6% |
| All | +8.3% | +85.3% | -77.0% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling