+596.7%
AMD vs FROG
+59.4%
+537.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.7% | -11.5% | -9.6% |
| 7D | +18.9% | +12.5% | +6.4% | +14.7% |
| 30D | -6.4% | +23.5% | -30.0% | -12.8% |
| 3M | +10.6% | +19.4% | -8.8% | +3.1% |
| 6M | +19.9% | +77.0% | -57.1% | -2.0% |
| YTD | +149.4% | +81.9% | +67.5% | +95.1% |
| 1Y | +115.4% | +90.7% | +24.7% | +65.4% |
| 3Y | +357.3% | +328.5% | +28.8% | +138.3% |
| 5Y | +261.1% | +207.0% | +54.1% | +92.0% |
| All | +596.7% | +59.4% | +537.3% | +308.4% |
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