-1.5%
AS vs FROG
+85.3%
-86.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | -4.9% | +12.5% | -17.4% | -5.2% |
| 30D | +3.9% | +23.5% | -19.6% | +3.0% |
| 3M | -9.6% | +19.4% | -29.0% | -10.3% |
| 6M | -8.7% | +77.0% | -85.7% | -12.0% |
| YTD | -19.8% | +81.9% | -101.7% | -20.0% |
| 1Y | -1.5% | +90.7% | -92.2% | -4.7% |
| All | -1.5% | +85.3% | -86.8% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling