+427.5%
AMD vs FROG
+4.7%
+422.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.6% | -3.7% | -13.1% |
| 7D | -28.6% | -24.5% | -4.1% | -21.8% |
| 30D | -37.7% | -24.3% | -13.5% | -32.0% |
| 3M | -16.1% | -11.7% | -4.4% | -13.5% |
| 6M | +13.8% | +37.1% | -23.3% | +1.3% |
| YTD | +88.8% | +19.5% | +69.4% | +69.8% |
| 1Y | +57.8% | +61.8% | -4.0% | +25.8% |
| 3Y | +260.3% | +178.1% | +82.1% | +116.5% |
| 5Y | +196.6% | +91.2% | +105.4% | +83.1% |
| All | +427.5% | +4.7% | +422.8% | +255.3% |
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