+432.3%
ASX vs FROG
+129.7%
+302.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.8% |
| 7D | -0.7% | -11.3% | +10.6% | +1.4% |
| 30D | +2.0% | +3.6% | -1.7% | +1.0% |
| 3M | -1.3% | +1.7% | -3.0% | -2.2% |
| 6M | +71.4% | +123.5% | -52.1% | +43.8% |
| YTD | +135.3% | +40.2% | +95.1% | +113.0% |
| 1Y | +267.5% | +81.0% | +186.5% | +210.2% |
| 3Y | +388.5% | +194.8% | +193.7% | +240.0% |
| All | +432.3% | +129.7% | +302.6% | +279.4% |
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