-12.9%
AMT vs FROG
+53.7%
-66.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -0.2% |
| 7D | -2.4% | +26.8% | -29.2% | -3.2% |
| 30D | +4.2% | +10.6% | -6.4% | +3.7% |
| 3M | +13.4% | +27.2% | -13.8% | +12.2% |
| 6M | +9.4% | +58.7% | -49.3% | +6.9% |
| YTD | +11.7% | +75.3% | -63.7% | +8.3% |
| 1Y | +7.1% | +71.1% | -63.9% | +3.9% |
| 3Y | +15.1% | +319.6% | -304.5% | +0.9% |
| 5Y | -17.9% | +195.7% | -213.5% | -28.6% |
| All | -12.9% | +53.7% | -66.5% | -21.7% |
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 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