+65.8%
AMGN vs FROG
+202.6%
-136.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.1% | -10.1% |
| 7D | -10.3% | -5.5% | -4.8% | -10.3% |
| 30D | -3.8% | -3.1% | -0.7% | -3.8% |
| 3M | +14.4% | +1.2% | +13.1% | +14.3% |
| 6M | +7.8% | +113.7% | -105.8% | +6.7% |
| YTD | +22.6% | +38.9% | -16.3% | +22.4% |
| 1Y | +44.2% | +72.0% | -27.8% | +42.9% |
| 3Y | +65.8% | +217.1% | -151.3% | +57.2% |
| All | +65.8% | +202.6% | -136.8% | +57.2% |
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