+199.0%
AMD vs FROG
+160.8%
+38.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +35.3% | -24.3% | -0.6% |
| 7D | -11.0% | +7.0% | -18.0% | -13.6% |
| 30D | -30.5% | +2.9% | -33.4% | -31.7% |
| 3M | -8.2% | +21.6% | -29.8% | -15.7% |
| 6M | +6.6% | +87.7% | -81.1% | -16.4% |
| YTD | +109.7% | +61.7% | +48.0% | +67.0% |
| 1Y | +88.9% | +113.7% | -24.8% | +32.7% |
| 3Y | +301.8% | +267.7% | +34.1% | +97.4% |
| All | +199.0% | +160.8% | +38.2% | +61.6% |
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