-20.3%
AMT vs FROG
+22.9%
-43.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.9% |
| 7D | -0.2% | -11.3% | +11.1% | +0.2% |
| 30D | +4.6% | +3.6% | +1.0% | +4.4% |
| 3M | -8.4% | +1.7% | -10.1% | -8.7% |
| 6M | -6.0% | +123.5% | -129.6% | -10.0% |
| YTD | +2.1% | +40.2% | -38.1% | -0.1% |
| 1Y | -6.4% | +81.0% | -87.4% | -10.1% |
| 3Y | +8.1% | +194.8% | -186.7% | -3.3% |
| 5Y | -31.9% | +131.8% | -163.7% | -40.2% |
| All | -20.3% | +22.9% | -43.2% | -27.8% |
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 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