-9.1%
AMCR vs FROG
+195.3%
-204.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -4.5% | +48.2% | -52.7% | -6.3% |
| 30D | +4.9% | +11.4% | -6.5% | +4.1% |
| 3M | -4.6% | +28.5% | -33.1% | -6.2% |
| 6M | +15.2% | +63.7% | -48.6% | +11.2% |
| YTD | +9.7% | +77.1% | -67.3% | +4.7% |
| 1Y | +10.5% | +79.3% | -68.8% | +5.2% |
| 3Y | +13.8% | +323.8% | -309.9% | -4.1% |
| 5Y | -9.1% | +198.9% | -208.0% | -25.3% |
| All | -9.1% | +195.3% | -204.4% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling