+112.0%
AMGN vs FROG
+133.6%
-21.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -11.6% | -4.8% | -6.8% | -11.6% |
| 30D | -5.7% | -0.9% | -4.7% | -5.7% |
| 3M | +14.2% | +7.5% | +6.8% | +14.0% |
| 6M | +5.2% | +107.0% | -101.8% | +3.4% |
| YTD | +22.0% | +39.8% | -17.8% | +21.0% |
| 1Y | +43.6% | +74.8% | -31.2% | +41.3% |
| 3Y | +65.0% | +219.3% | -154.3% | +56.9% |
| 5Y | +112.0% | +133.0% | -20.9% | +106.5% |
| All | +112.0% | +133.6% | -21.6% | +106.5% |
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 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