+1,139.9%
AR vs FROG
+41.7%
+1,098.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +35.3% | -36.2% | -4.0% |
| 7D | -14.3% | +7.0% | -21.2% | -15.2% |
| 30D | +1.4% | +2.9% | -1.4% | +0.5% |
| 3M | +3.4% | +21.6% | -18.2% | +0.3% |
| 6M | -2.1% | +87.7% | -89.7% | -10.1% |
| YTD | +4.7% | +61.7% | -57.0% | -3.3% |
| 1Y | +10.6% | +113.7% | -103.1% | -1.9% |
| 3Y | +24.6% | +267.7% | -243.1% | +1.4% |
| 5Y | +71.9% | +158.8% | -86.9% | +40.1% |
| All | +1,139.9% | +41.7% | +1,098.2% | +982.4% |
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