+67.0%
AMZN vs FROG
+21.7%
+45.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.8% | -5.5% | +6.3% | +2.0% |
| 30D | -6.4% | -3.1% | -3.3% | -6.3% |
| 3M | +4.8% | +1.2% | +3.6% | +3.3% |
| 6M | +20.5% | +113.7% | -93.1% | -1.6% |
| YTD | +11.3% | +38.9% | -27.5% | -1.2% |
| 1Y | +9.0% | +72.0% | -63.0% | -9.7% |
| 3Y | +85.9% | +217.1% | -131.2% | +20.6% |
| 5Y | +45.8% | +130.6% | -84.8% | -5.9% |
| All | +67.0% | +21.7% | +45.3% | +13.6% |
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