+196.6%
AMD vs FROG
+76.3%
+120.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.6% | -3.7% | -12.8% |
| 7D | -28.6% | -24.5% | -4.1% | -21.3% |
| 30D | -37.7% | -24.3% | -13.5% | -31.6% |
| 3M | -16.1% | -11.7% | -4.4% | -13.4% |
| 6M | +13.8% | +37.1% | -23.3% | +0.2% |
| YTD | +88.8% | +19.5% | +69.4% | +68.2% |
| 1Y | +57.8% | +61.8% | -4.0% | +22.9% |
| 3Y | +260.3% | +178.1% | +82.1% | +96.7% |
| 5Y | +196.6% | +91.2% | +105.4% | +75.9% |
| All | +196.6% | +76.3% | +120.3% | +75.9% |
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