+162.2%
ARM vs FROG
+162.8%
-0.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -13.6% | +0.5% | -9.0% |
| 7D | -27.1% | -24.5% | -2.6% | -20.6% |
| 30D | -44.9% | -24.3% | -20.6% | -40.1% |
| 3M | -39.3% | -11.7% | -27.6% | -37.6% |
| 6M | -20.2% | +37.1% | -57.3% | -27.8% |
| YTD | +52.5% | +19.5% | +33.1% | +39.5% |
| 1Y | +4.1% | +61.8% | -57.7% | -15.4% |
| 3Y | +211.7% | +178.1% | +33.6% | +84.8% |
| All | +162.2% | +162.8% | -0.7% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling