+160.1%
AMGN vs FROG
+207.6%
-47.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.1% |
| 3M | +12.1% | +19.4% | -7.3% | +11.8% |
| 6M | +40.3% | +77.0% | -36.7% | +39.0% |
| YTD | +45.2% | +81.9% | -36.7% | +43.9% |
| 1Y | +42.4% | +90.7% | -48.2% | +40.9% |
| 3Y | +91.0% | +328.5% | -237.5% | +82.3% |
| All | +160.1% | +207.6% | -47.5% | +151.9% |
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