-34.9%
AUR vs FROG
+139.3%
-174.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.1% |
| 7D | +19.2% | -5.5% | +24.7% | +22.0% |
| 30D | -7.8% | -3.1% | -4.7% | -7.5% |
| 3M | +4.0% | +1.2% | +2.8% | +0.9% |
| 6M | +45.0% | +113.7% | -68.7% | -4.0% |
| YTD | +69.5% | +38.9% | +30.7% | +32.5% |
| 1Y | +13.0% | +72.0% | -59.0% | -23.1% |
| 3Y | +90.4% | +217.1% | -126.8% | -22.8% |
| 5Y | -34.2% | +130.6% | -164.8% | -74.1% |
| All | -34.9% | +139.3% | -174.2% | -74.4% |
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