+26.4%
AZN vs FROG
+224.1%
-197.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.7% |
| 7D | -3.1% | -2.2% | -1.0% | -3.1% |
| 30D | +0.6% | +3.0% | -2.4% | +0.5% |
| 3M | -10.8% | +10.3% | -21.1% | -10.9% |
| 6M | -18.1% | +116.7% | -134.8% | -19.6% |
| YTD | -12.3% | +41.9% | -54.2% | -13.0% |
| 1Y | -0.2% | +78.5% | -78.7% | -1.7% |
| All | +26.4% | +224.1% | -197.8% | +18.4% |
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