+142.0%
AME vs FROG
+45.3%
+96.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.3% |
| 7D | -4.1% | +17.0% | -21.2% | -5.4% |
| 30D | -4.1% | +1.3% | -5.4% | -4.7% |
| 3M | -5.6% | +17.5% | -23.1% | -7.2% |
| 6M | +2.8% | +46.8% | -43.9% | -0.5% |
| YTD | +16.6% | +65.8% | -49.2% | +11.0% |
| 1Y | +21.1% | +61.0% | -39.9% | +15.5% |
| 3Y | +61.1% | +296.7% | -235.7% | +39.6% |
| 5Y | +76.6% | +177.8% | -101.3% | +50.4% |
| All | +142.0% | +45.3% | +96.8% | +109.9% |
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 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