+73.8%
AMZN vs FROG
+55.2%
+18.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +2.8% | +48.2% | -45.4% | -6.1% |
| 30D | +3.4% | +11.4% | -8.0% | -0.4% |
| 3M | +0.1% | +28.5% | -28.5% | -7.3% |
| 6M | +0.6% | +63.7% | -63.1% | -12.6% |
| YTD | +15.9% | +77.1% | -61.2% | -4.0% |
| 1Y | +9.5% | +79.3% | -69.8% | -9.8% |
| 3Y | +86.3% | +323.8% | -237.5% | +11.8% |
| 5Y | +51.7% | +198.9% | -147.2% | -8.6% |
| All | +73.8% | +55.2% | +18.6% | +10.4% |
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 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