+126.0%
AMGN vs FROG
+59.4%
+66.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.3% |
| 7D | +1.1% | +12.5% | -11.4% | +1.0% |
| 30D | +9.3% | +23.5% | -14.2% | +8.8% |
| 3M | +12.1% | +19.4% | -7.3% | +11.6% |
| 6M | +40.3% | +77.0% | -36.7% | +38.4% |
| YTD | +45.2% | +81.9% | -36.7% | +43.0% |
| 1Y | +42.4% | +90.7% | -48.2% | +40.0% |
| 3Y | +91.0% | +328.5% | -237.5% | +80.5% |
| 5Y | +157.4% | +207.0% | -49.7% | +144.3% |
| All | +126.0% | +59.4% | +66.6% | +117.7% |
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