+376.0%
AMKR vs FROG
+21.7%
+354.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.4% |
| 7D | +11.1% | -5.5% | +16.6% | +12.7% |
| 30D | -8.1% | -3.1% | -4.9% | -7.4% |
| 3M | -25.6% | +1.2% | -26.8% | -26.2% |
| 6M | +22.5% | +113.7% | -91.2% | -0.9% |
| YTD | +29.1% | +38.9% | -9.8% | +14.3% |
| 1Y | +105.7% | +72.0% | +33.7% | +70.2% |
| 3Y | +133.2% | +217.1% | -83.9% | +52.0% |
| 5Y | +98.5% | +130.6% | -32.1% | +30.1% |
| All | +376.0% | +21.7% | +354.3% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling