+55.9%
FROG vs ACGL
+270.0%
-214.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.0% | +38.3% | +35.4% |
| 7D | +7.0% | +0.9% | +6.1% | +6.8% |
| 30D | +2.9% | +13.7% | -10.8% | +1.6% |
| 3M | +21.6% | +8.0% | +13.6% | +20.6% |
| 6M | +87.7% | +13.3% | +74.4% | +85.1% |
| YTD | +61.7% | +11.8% | +49.8% | +59.3% |
| 1Y | +113.7% | +22.2% | +91.4% | +108.2% |
| 3Y | +267.7% | +32.5% | +235.3% | +255.4% |
| 5Y | +158.8% | +160.2% | -1.4% | +133.4% |
| All | +55.9% | +270.0% | -214.2% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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