+621.2%
AMD vs FROG
+53.7%
+567.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.6% | +5.5% |
| 7D | +13.1% | +26.8% | -13.7% | +4.7% |
| 30D | -7.0% | +10.6% | -17.6% | -10.3% |
| 3M | +16.6% | +27.2% | -10.6% | +6.6% |
| 6M | +20.5% | +58.7% | -38.2% | +1.9% |
| YTD | +158.2% | +75.3% | +82.8% | +104.5% |
| 1Y | +132.8% | +71.1% | +61.7% | +85.0% |
| 3Y | +366.2% | +319.6% | +46.6% | +144.4% |
| 5Y | +278.7% | +195.7% | +83.0% | +103.9% |
| All | +621.2% | +53.7% | +567.6% | +328.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling