+61.0%
FROG vs ACGL
+22.9%
+38.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -3.6% |
| 7D | +17.0% | +1.3% | +15.8% | +18.1% |
| 30D | +1.3% | +14.2% | -12.9% | +7.2% |
| 3M | +17.5% | +11.1% | +6.4% | +23.3% |
| 6M | +46.8% | +16.4% | +30.4% | +58.1% |
| YTD | +65.8% | +13.8% | +52.0% | +76.2% |
| 1Y | +61.0% | +21.6% | +39.4% | +79.1% |
| All | +61.0% | +22.9% | +38.1% | +79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling