+320.9%
AU vs FROG
+22.3%
+298.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | +7.3% | +1.3% | +6.0% | +7.0% |
| 3M | +26.3% | +11.1% | +15.2% | +24.9% |
| 6M | +1.8% | +108.3% | -106.6% | -4.4% |
| YTD | +26.8% | +39.6% | -12.8% | +22.1% |
| 1Y | +66.7% | +74.7% | -8.1% | +57.2% |
| 3Y | +579.1% | +224.1% | +355.0% | +491.8% |
| 5Y | +689.3% | +138.4% | +550.9% | +577.8% |
| All | +320.9% | +22.3% | +298.5% | +262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling