+0.2%
AS vs FROG
+58.5%
-58.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.6% | +11.3% | -2.0% |
| 7D | +7.1% | -24.5% | +31.6% | +7.8% |
| 30D | +12.8% | -24.3% | +37.1% | +13.4% |
| 3M | -14.7% | -11.7% | -3.0% | -14.9% |
| 6M | -9.9% | +37.1% | -47.1% | -12.3% |
| YTD | -16.1% | +19.5% | -35.6% | -17.9% |
| 1Y | +0.2% | +61.8% | -61.6% | -2.7% |
| All | +0.2% | +58.5% | -58.4% | -2.7% |
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