+364.8%
AMKR vs FROG
+24.4%
+340.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.1% | -3.9% |
| 7D | +5.5% | -2.2% | +7.7% | +6.0% |
| 30D | -8.6% | +3.0% | -11.6% | -9.3% |
| 3M | -28.7% | +10.3% | -39.0% | -30.7% |
| 6M | +13.3% | +116.7% | -103.4% | -8.7% |
| YTD | +26.1% | +41.9% | -15.9% | +11.0% |
| 1Y | +101.2% | +78.5% | +22.7% | +64.8% |
| 3Y | +127.7% | +224.1% | -96.4% | +47.6% |
| 5Y | +90.9% | +142.4% | -51.5% | +23.8% |
| All | +364.8% | +24.4% | +340.4% | +222.9% |
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 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