-99.9%
AMIX vs FROG
+214.7%
-314.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.3% | +13.1% | +9.7% |
| 7D | +11.4% | +17.0% | -5.6% | +6.7% |
| 30D | -40.5% | +1.3% | -41.8% | -41.3% |
| 3M | -80.1% | +17.5% | -97.6% | -81.3% |
| 6M | -74.8% | +46.8% | -121.6% | -77.1% |
| YTD | -84.0% | +65.8% | -149.8% | -85.9% |
| 1Y | -89.7% | +61.0% | -150.7% | -90.9% |
| All | -99.9% | +214.7% | -314.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling