+1,047.3%
ASX vs FROG
+22.9%
+1,024.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.8% |
| 7D | -0.7% | -11.3% | +10.6% | +1.3% |
| 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% | +45.7% |
| YTD | +135.3% | +40.2% | +95.1% | +114.4% |
| 1Y | +267.5% | +81.0% | +186.5% | +214.7% |
| 3Y | +388.5% | +194.8% | +193.7% | +256.8% |
| 5Y | +417.1% | +131.8% | +285.3% | +267.9% |
| All | +1,047.3% | +22.9% | +1,024.4% | +751.0% |
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