+68.0%
AMZN vs FROG
+22.9%
+45.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.5% |
| 7D | -3.0% | -11.3% | +8.3% | -0.6% |
| 30D | -5.2% | +3.6% | -8.8% | -6.6% |
| 3M | +1.9% | +1.7% | +0.2% | +0.3% |
| 6M | +19.2% | +123.5% | -104.3% | -3.6% |
| YTD | +12.0% | +40.2% | -28.3% | -0.9% |
| 1Y | +9.7% | +81.0% | -71.3% | -10.3% |
| 3Y | +87.2% | +194.8% | -107.6% | +24.3% |
| 5Y | +48.7% | +131.8% | -83.2% | -4.2% |
| All | +68.0% | +22.9% | +45.1% | +14.0% |
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