+133.7%
AS vs FROG
+128.0%
+5.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.6% | +11.3% | -0.5% |
| 7D | +7.1% | -24.5% | +31.6% | +10.9% |
| 30D | +12.8% | -24.3% | +37.1% | +16.4% |
| 3M | -14.7% | -11.7% | -3.0% | -14.6% |
| 6M | -9.9% | +37.1% | -47.1% | -17.5% |
| YTD | -16.1% | +19.5% | -35.6% | -22.2% |
| 1Y | +0.2% | +61.8% | -61.6% | -14.3% |
| All | +133.7% | +128.0% | +5.7% | +77.6% |
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