+523.0%
AMD vs FROG
+22.9%
+500.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +8.0% | +5.7% |
| 7D | +2.6% | -11.3% | +13.9% | +6.1% |
| 30D | -0.9% | +3.6% | -4.6% | -2.8% |
| 3M | -8.7% | +1.7% | -10.4% | -10.2% |
| 6M | +136.3% | +123.5% | +12.8% | +80.1% |
| YTD | +123.0% | +40.2% | +82.7% | +90.9% |
| 1Y | +195.2% | +81.0% | +114.2% | +127.5% |
| 3Y | +336.3% | +194.8% | +141.6% | +158.3% |
| 5Y | +334.5% | +131.8% | +202.7% | +152.8% |
| All | +523.0% | +22.9% | +500.1% | +299.4% |
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 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