+63.0%
AME vs FROG
+335.2%
-272.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.3% |
| 7D | +5.9% | +12.5% | -6.6% | +5.2% |
| 30D | -1.9% | +23.5% | -25.4% | -3.5% |
| 3M | -5.4% | +19.4% | -24.8% | -6.8% |
| 6M | +4.9% | +77.0% | -72.1% | +1.1% |
| YTD | +18.5% | +81.9% | -63.4% | +13.5% |
| 1Y | +25.5% | +90.7% | -65.2% | +19.6% |
| 3Y | +63.0% | +328.5% | -265.5% | +39.4% |
| All | +63.0% | +335.2% | -272.2% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling