+81.0%
FROG vs ACM
-45.8%
+126.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -11.3% | -3.7% | -7.5% | -10.8% |
| 30D | +3.6% | -11.1% | +14.8% | +4.5% |
| 3M | +1.7% | -8.0% | +9.7% | +2.3% |
| 6M | +123.5% | -29.7% | +153.2% | +126.8% |
| YTD | +40.2% | -29.4% | +69.6% | +43.0% |
| 1Y | +81.0% | -46.4% | +127.4% | +82.7% |
| All | +81.0% | -45.8% | +126.8% | +82.7% |
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