+64.5%
AZN vs FROG
+22.3%
+42.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +1.1% | +1.3% | -0.3% | +1.0% |
| 3M | -12.1% | +11.1% | -23.2% | -12.5% |
| 6M | -17.1% | +108.3% | -125.5% | -19.4% |
| YTD | -12.0% | +39.6% | -51.6% | -13.4% |
| 1Y | -0.2% | +74.7% | -75.0% | -2.7% |
| 3Y | +26.8% | +224.1% | -197.3% | +18.9% |
| 5Y | +56.9% | +138.4% | -81.5% | +44.3% |
| All | +64.5% | +22.3% | +42.2% | +53.9% |
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