+141.1%
AME vs FROG
+21.7%
+119.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.8% | -5.5% | +8.3% | +3.1% |
| 30D | -6.3% | -3.1% | -3.2% | -6.2% |
| 3M | +5.4% | +1.2% | +4.1% | +5.0% |
| 6M | +7.4% | +113.7% | -106.2% | +1.4% |
| YTD | +16.2% | +38.9% | -22.7% | +12.4% |
| 1Y | +26.8% | +72.0% | -45.2% | +20.2% |
| 3Y | +57.5% | +217.1% | -159.6% | +39.0% |
| 5Y | +84.8% | +130.6% | -45.8% | +59.9% |
| All | +141.1% | +21.7% | +119.4% | +112.6% |
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 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