+15.4%
AMCR vs FROG
+323.8%
-308.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -4.5% | +48.2% | -52.7% | -4.4% |
| 30D | +4.9% | +11.4% | -6.5% | +5.0% |
| 3M | -4.6% | +28.5% | -33.1% | -4.6% |
| 6M | +15.2% | +63.7% | -48.6% | +14.7% |
| YTD | +9.7% | +77.1% | -67.3% | +8.9% |
| 1Y | +10.5% | +79.3% | -68.8% | +9.6% |
| All | +15.4% | +323.8% | -308.4% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling