+267.7%
FROG vs ACGL
+31.5%
+236.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.0% | +38.3% | +35.3% |
| 7D | +7.0% | +0.9% | +6.1% | +6.7% |
| 30D | +2.9% | +13.7% | -10.8% | +1.2% |
| 3M | +21.6% | +8.0% | +13.6% | +20.3% |
| 6M | +87.7% | +13.3% | +74.4% | +84.2% |
| YTD | +61.7% | +11.8% | +49.8% | +58.3% |
| 1Y | +113.7% | +22.2% | +91.4% | +104.7% |
| 3Y | +267.7% | +32.5% | +235.3% | +233.9% |
| All | +267.7% | +31.5% | +236.2% | +233.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling