+809.0%
ASX vs FROG
+4.7%
+804.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -13.6% | -7.2% | -18.2% |
| 7D | -33.3% | -24.5% | -8.8% | -29.5% |
| 30D | -36.5% | -24.3% | -12.2% | -32.9% |
| 3M | -19.2% | -11.7% | -7.5% | -17.4% |
| 6M | -10.2% | +37.1% | -47.4% | -16.1% |
| YTD | +86.5% | +19.5% | +67.0% | +75.2% |
| 1Y | +89.6% | +61.8% | +27.8% | +66.0% |
| 3Y | +298.6% | +178.1% | +120.5% | +194.6% |
| 5Y | +414.3% | +91.2% | +323.0% | +279.8% |
| All | +809.0% | +4.7% | +804.3% | +595.4% |
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 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