+228.9%
ARM vs FROG
+274.0%
-45.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +35.3% | -30.6% | -5.0% |
| 7D | -15.2% | +7.0% | -22.2% | -17.6% |
| 30D | -40.7% | +2.9% | -43.6% | -41.7% |
| 3M | -39.1% | +21.6% | -60.7% | -43.5% |
| 6M | -26.4% | +87.7% | -114.1% | -39.6% |
| YTD | +59.7% | +61.7% | -1.9% | +33.1% |
| 1Y | +10.3% | +113.7% | -103.3% | -17.2% |
| 3Y | +228.9% | +267.7% | -38.9% | +79.0% |
| All | +228.9% | +274.0% | -45.1% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling