+415.3%
ASX vs FROG
+160.8%
+254.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +35.3% | -28.9% | -0.7% |
| 7D | -19.9% | +7.0% | -26.9% | -21.5% |
| 30D | -30.9% | +2.9% | -33.8% | -31.7% |
| 3M | -15.1% | +21.6% | -36.7% | -19.2% |
| 6M | -6.5% | +87.7% | -94.1% | -19.1% |
| YTD | +98.4% | +61.7% | +36.8% | +73.3% |
| 1Y | +107.9% | +113.7% | -5.8% | +68.5% |
| 3Y | +325.3% | +267.7% | +57.5% | +179.4% |
| All | +415.3% | +160.8% | +254.5% | +226.7% |
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 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