+134.9%
AS vs FROG
+208.5%
-73.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.8% | -3.8% |
| 7D | +6.9% | +7.0% | 0.0% | +5.4% |
| 30D | +16.0% | +2.9% | +13.1% | +14.6% |
| 3M | -12.8% | +21.6% | -34.5% | -16.6% |
| 6M | -15.4% | +87.7% | -103.0% | -25.9% |
| YTD | -15.7% | +61.7% | -77.4% | -25.1% |
| 1Y | +6.1% | +113.7% | -107.6% | -12.5% |
| All | +134.9% | +208.5% | -73.7% | +70.9% |
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