+35.2%
FROG vs ACGL
+238.4%
-203.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.2% |
| 7D | -11.3% | -0.7% | -10.5% | -11.2% |
| 30D | +3.6% | -1.0% | +4.6% | +3.7% |
| 3M | +1.7% | +11.0% | -9.4% | +0.5% |
| 6M | +123.5% | -0.3% | +123.9% | +123.3% |
| YTD | +40.2% | +2.3% | +38.0% | +39.5% |
| 1Y | +81.0% | +6.4% | +74.6% | +78.9% |
| 3Y | +194.8% | +34.0% | +160.8% | +184.0% |
| 5Y | +131.8% | +161.6% | -29.8% | +113.6% |
| All | +35.2% | +238.4% | -203.2% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling