+605.8%
AU vs FROG
+219.3%
+386.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | +0.6% | -4.8% | +5.5% | +1.0% |
| 30D | +12.3% | -0.9% | +13.2% | +12.3% |
| 3M | +29.4% | +7.5% | +21.9% | +28.5% |
| 6M | +3.2% | +107.0% | -103.8% | -1.2% |
| YTD | +31.8% | +39.8% | -8.0% | +28.3% |
| 1Y | +83.4% | +74.8% | +8.6% | +76.2% |
| All | +605.8% | +219.3% | +386.5% | +501.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling