+64.0%
AMZN vs FROG
+22.5%
+41.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -1.0% | -4.8% | +3.8% | 0.0% |
| 30D | -9.2% | -0.9% | -8.3% | -9.6% |
| 3M | +3.4% | +7.5% | -4.1% | +0.6% |
| 6M | +18.2% | +107.0% | -88.8% | -2.7% |
| YTD | +9.3% | +39.8% | -30.5% | -3.1% |
| 1Y | +5.9% | +74.8% | -68.9% | -12.6% |
| 3Y | +82.6% | +219.3% | -136.7% | +18.3% |
| 5Y | +44.9% | +133.0% | -88.1% | -6.7% |
| All | +64.0% | +22.5% | +41.5% | +11.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling