+7.8%
AMCR vs FROG
+219.3%
-211.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.7% |
| 7D | -6.3% | -4.8% | -1.5% | -6.2% |
| 30D | -7.1% | -0.9% | -6.2% | -7.2% |
| 3M | +12.7% | +7.5% | +5.2% | +12.4% |
| 6M | +5.2% | +107.0% | -101.9% | +2.9% |
| YTD | +8.1% | +39.8% | -31.7% | +6.9% |
| 1Y | +11.7% | +74.8% | -63.1% | +9.2% |
| All | +7.8% | +219.3% | -211.5% | -2.8% |
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 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