-99.8%
AMIX vs FROG
+166.3%
-266.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.2% |
| 7D | -13.7% | -11.3% | -2.4% | -11.5% |
| 30D | -62.1% | +3.6% | -65.7% | -63.1% |
| 3M | -46.2% | +1.7% | -47.8% | -47.1% |
| 6M | -46.4% | +123.5% | -170.0% | -53.5% |
| YTD | -60.3% | +40.2% | -100.5% | -63.3% |
| 1Y | -79.7% | +81.0% | -160.7% | -82.3% |
| All | -99.8% | +166.3% | -266.0% | -99.8% |
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