+1,243.0%
AR vs FROG
+21.7%
+1,221.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.8% | -5.5% | +3.7% | -1.3% |
| 30D | +12.6% | -3.1% | +15.7% | +12.6% |
| 3M | +10.0% | +1.2% | +8.8% | +9.1% |
| 6M | +0.6% | +113.7% | -113.0% | -8.9% |
| YTD | +13.4% | +38.9% | -25.5% | +7.1% |
| 1Y | +21.7% | +72.0% | -50.3% | +11.2% |
| 3Y | +45.8% | +217.1% | -171.3% | +21.0% |
| 5Y | +144.3% | +130.6% | +13.6% | +103.1% |
| All | +1,243.0% | +21.7% | +1,221.3% | +1,098.5% |
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