+174.6%
ARM vs FROG
+255.7%
-81.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +35.3% | -30.6% | -5.3% |
| 7D | -15.2% | +7.0% | -22.2% | -17.7% |
| 30D | -40.7% | +2.9% | -43.6% | -41.8% |
| 3M | -39.1% | +21.6% | -60.7% | -43.7% |
| 6M | -26.4% | +87.7% | -114.1% | -40.0% |
| YTD | +59.7% | +61.7% | -1.9% | +32.1% |
| 1Y | +10.3% | +113.7% | -103.3% | -18.1% |
| 3Y | +228.9% | +267.7% | -38.9% | +78.3% |
| All | +174.6% | +255.7% | -81.1% | +50.0% |
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 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