+146.5%
ASX vs FROG
+83.7%
+62.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.7% |
| 7D | -14.6% | -14.1% | -0.5% | -13.5% |
| 30D | -21.1% | -11.8% | -9.3% | -20.3% |
| 3M | -3.1% | +0.1% | -3.2% | -2.8% |
| 6M | +17.4% | +64.2% | -46.8% | +16.1% |
| YTD | +135.3% | +38.2% | +97.1% | +130.3% |
| 1Y | +146.5% | +85.4% | +61.1% | +140.9% |
| All | +146.5% | +83.7% | +62.8% | +140.9% |
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 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