-91.6%
AMIX vs FROG
+118.5%
-210.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.3% | -5.7% |
| 7D | -16.0% | +7.0% | -23.0% | -17.2% |
| 30D | -55.4% | +2.9% | -58.3% | -55.7% |
| 3M | -87.5% | +21.6% | -109.1% | -88.2% |
| 6M | -81.2% | +87.7% | -168.9% | -81.2% |
| YTD | -86.8% | +61.7% | -148.5% | -87.7% |
| 1Y | -91.6% | +113.7% | -205.3% | -90.4% |
| All | -91.6% | +118.5% | -210.1% | -90.4% |
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