+76.0%
AMZN vs FROG
+45.3%
+30.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.3% |
| 7D | +8.0% | +17.0% | -9.0% | +3.4% |
| 30D | +3.2% | +1.3% | +1.9% | +1.4% |
| 3M | -2.6% | +17.5% | -20.1% | -8.1% |
| 6M | -0.7% | +46.8% | -47.4% | -11.7% |
| YTD | +17.4% | +65.8% | -48.4% | -1.5% |
| 1Y | +9.0% | +61.0% | -51.9% | -8.0% |
| 3Y | +88.7% | +296.7% | -208.1% | +14.8% |
| 5Y | +55.6% | +177.8% | -122.3% | -4.9% |
| All | +76.0% | +45.3% | +30.7% | +13.3% |
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