-5.7%
AMT vs FROG
+73.6%
-79.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.2% | -5.5% | +5.3% | -0.4% |
| 30D | +1.8% | -3.1% | +5.0% | +1.8% |
| 3M | -6.2% | +1.2% | -7.4% | -6.0% |
| 6M | -5.0% | +113.7% | -118.7% | -0.9% |
| YTD | +2.1% | +38.9% | -36.8% | +5.1% |
| 1Y | -5.7% | +72.0% | -77.7% | -3.0% |
| All | -5.7% | +73.6% | -79.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling