+132.3%
AME vs FROG
+41.7%
+90.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +35.3% | -32.8% | +0.3% |
| 7D | -5.2% | +7.0% | -12.1% | -5.9% |
| 30D | -8.0% | +2.9% | -10.9% | -8.6% |
| 3M | -8.9% | +21.6% | -30.5% | -10.6% |
| 6M | -5.0% | +87.7% | -92.6% | -9.7% |
| YTD | +11.9% | +61.7% | -49.8% | +6.7% |
| 1Y | +16.6% | +113.7% | -97.0% | +8.4% |
| 3Y | +62.5% | +267.7% | -205.3% | +41.6% |
| 5Y | +67.6% | +158.8% | -91.2% | +43.1% |
| All | +132.3% | +41.7% | +90.6% | +101.8% |
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