+84.5%
AME vs FROG
+129.7%
-45.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.7% |
| 7D | +0.6% | -11.3% | +11.9% | +1.5% |
| 30D | -6.7% | +3.6% | -10.3% | -7.1% |
| 3M | +4.1% | +1.7% | +2.4% | +3.6% |
| 6M | +1.6% | +123.5% | -121.9% | -5.9% |
| YTD | +16.1% | +40.2% | -24.1% | +11.5% |
| 1Y | +27.3% | +81.0% | -53.7% | +18.4% |
| 3Y | +50.9% | +194.8% | -143.9% | +28.5% |
| All | +84.5% | +129.7% | -45.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling