+67.0%
FROG vs ACGL
+272.9%
-205.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.3% | +7.1% |
| 7D | +27.1% | -1.1% | +28.2% | +27.1% |
| 30D | +5.8% | +13.1% | -7.3% | +4.6% |
| 3M | +20.8% | +9.8% | +11.1% | +19.7% |
| 6M | +53.3% | +15.3% | +38.1% | +51.1% |
| YTD | +73.2% | +12.7% | +60.5% | +70.6% |
| 1Y | +80.3% | +20.7% | +59.6% | +76.0% |
| 3Y | +318.3% | +34.3% | +284.0% | +304.0% |
| 5Y | +179.9% | +170.6% | +9.3% | +153.1% |
| All | +67.0% | +272.9% | -205.9% | +49.9% |
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