+85.4%
FROG vs ACM
-46.6%
+132.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.4% | -2.6% |
| 7D | -14.1% | +9.5% | -23.6% | -14.6% |
| 30D | -11.8% | +14.7% | -26.5% | -12.7% |
| 3M | +0.1% | -9.5% | +9.6% | +0.8% |
| 6M | +64.2% | -18.0% | +82.3% | +65.2% |
| YTD | +38.2% | -27.3% | +65.5% | +39.7% |
| 1Y | +85.4% | -47.0% | +132.4% | +87.0% |
| All | +85.4% | -46.6% | +132.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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