-91.3%
AMIX vs FROG
+58.5%
-149.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -13.6% | +8.0% | -2.9% |
| 7D | -25.5% | -24.5% | -1.0% | -21.3% |
| 30D | -56.2% | -24.3% | -31.9% | -53.8% |
| 3M | -87.4% | -11.7% | -75.7% | -87.3% |
| 6M | -80.9% | +37.1% | -118.0% | -79.8% |
| YTD | -86.8% | +19.5% | -106.3% | -86.9% |
| 1Y | -91.3% | +61.8% | -153.1% | -89.4% |
| All | -91.3% | +58.5% | -149.8% | -89.4% |
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