+4.6%
AMCR vs FROG
+22.9%
-18.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -1.9% | -11.3% | +9.4% | -1.4% |
| 30D | -4.1% | +3.6% | -7.7% | -4.3% |
| 3M | +21.7% | +1.7% | +20.0% | +21.3% |
| 6M | +1.5% | +123.5% | -122.0% | -2.9% |
| YTD | +13.1% | +40.2% | -27.1% | +10.4% |
| 1Y | +13.0% | +81.0% | -68.0% | +8.3% |
| 3Y | +6.9% | +194.8% | -187.8% | -2.7% |
| 5Y | -10.5% | +131.8% | -142.3% | -21.3% |
| All | +4.6% | +22.9% | -18.3% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling