-90.5%
AMIX vs FROG
+78.6%
-169.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +7.1% | +4.7% | +10.3% |
| 7D | +1.2% | +27.1% | -25.9% | -4.4% |
| 30D | -45.3% | +5.8% | -51.2% | -46.0% |
| 3M | -83.1% | +20.8% | -103.9% | -84.0% |
| 6M | -76.9% | +53.3% | -130.2% | -78.0% |
| YTD | -85.3% | +73.2% | -158.5% | -87.5% |
| All | -90.5% | +78.6% | -169.1% | -91.7% |
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