+120.4%
AS vs FROG
+167.6%
-47.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.9% | +4.1% |
| 7D | -4.9% | -11.3% | +6.4% | -3.2% |
| 30D | -19.6% | +3.6% | -23.2% | -20.4% |
| 3M | -14.4% | +1.7% | -16.1% | -15.4% |
| 6M | -20.1% | +123.5% | -143.7% | -32.6% |
| YTD | -20.9% | +40.2% | -61.2% | -27.5% |
| 1Y | -21.9% | +81.0% | -102.8% | -33.2% |
| All | +120.4% | +167.6% | -47.3% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling