+685.3%
AU vs FROG
+136.2%
+549.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.4% |
| 7D | -7.0% | -2.2% | -4.8% | -6.8% |
| 30D | +7.3% | +3.0% | +4.3% | +6.9% |
| 3M | +33.2% | +10.3% | +22.9% | +31.7% |
| 6M | -0.6% | +116.7% | -117.3% | -7.1% |
| YTD | +26.2% | +41.9% | -15.8% | +21.1% |
| 1Y | +68.3% | +78.5% | -10.3% | +58.0% |
| 3Y | +592.1% | +224.1% | +368.0% | +494.6% |
| 5Y | +685.3% | +142.4% | +542.8% | +554.7% |
| All | +685.3% | +136.2% | +549.0% | +554.7% |
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