+65.2%
AMKR vs FROG
+207.6%
-142.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.5% |
| 7D | +10.0% | +12.5% | -2.5% | +6.5% |
| 30D | -19.4% | +23.5% | -43.0% | -24.7% |
| 3M | -37.4% | +19.4% | -56.7% | -41.4% |
| 6M | -51.5% | +77.0% | -128.5% | -59.6% |
| YTD | -8.1% | +81.9% | -90.0% | -26.6% |
| 1Y | +13.8% | +90.7% | -76.9% | -10.5% |
| 3Y | +59.4% | +328.5% | -269.1% | -13.0% |
| All | +65.2% | +207.6% | -142.4% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling