-13.5%
AMT vs FROG
+41.7%
-55.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +35.3% | -38.0% | -3.7% |
| 7D | +0.5% | +7.0% | -6.4% | +0.2% |
| 30D | +13.6% | +2.9% | +10.7% | +13.4% |
| 3M | +11.5% | +21.6% | -10.1% | +10.3% |
| 6M | +6.9% | +87.7% | -80.7% | +3.5% |
| YTD | +10.8% | +61.7% | -50.8% | +7.7% |
| 1Y | +10.3% | +113.7% | -103.3% | +5.1% |
| 3Y | +12.4% | +267.7% | -255.3% | -0.7% |
| 5Y | -20.1% | +158.8% | -178.9% | -30.1% |
| All | -13.5% | +41.7% | -55.2% | -22.1% |
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