+44.4%
AMGN vs FROG
+73.7%
-29.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -11.6% | -4.8% | -6.8% | -11.8% |
| 30D | -5.7% | -0.9% | -4.7% | -5.7% |
| 3M | +14.2% | +7.5% | +6.8% | +14.5% |
| 6M | +5.2% | +107.0% | -101.8% | +6.6% |
| YTD | +22.0% | +39.8% | -17.8% | +24.6% |
| All | +44.4% | +73.7% | -29.4% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling