+56.4%
AZN vs FROG
+136.2%
-79.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | -10.8% | +10.3% | -21.1% | -11.2% |
| 6M | -18.1% | +116.7% | -134.8% | -20.9% |
| YTD | -12.3% | +41.9% | -54.2% | -13.9% |
| 1Y | -0.2% | +78.5% | -78.7% | -3.2% |
| 3Y | +23.4% | +224.1% | -200.8% | +13.7% |
| 5Y | +56.4% | +142.4% | -86.0% | +34.7% |
| All | +56.4% | +136.2% | -79.8% | +34.7% |
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