+201.1%
FROG vs ACM
-21.7%
+222.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -11.3% | -3.7% | -7.5% | -10.4% |
| 30D | +3.6% | -11.1% | +14.8% | +6.5% |
| 3M | +1.7% | -8.0% | +9.7% | +3.3% |
| 6M | +123.5% | -29.7% | +153.2% | +143.8% |
| YTD | +40.2% | -29.4% | +69.6% | +51.7% |
| 1Y | +81.0% | -46.4% | +127.4% | +114.2% |
| All | +201.1% | -21.7% | +222.8% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling