+125.3%
FROG vs ACM
+5.0%
+120.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -11.3% | -3.7% | -7.5% | -9.8% |
| 30D | +3.6% | -11.1% | +14.8% | +8.4% |
| 3M | +1.7% | -8.0% | +9.7% | +4.3% |
| 6M | +123.5% | -29.7% | +153.2% | +156.9% |
| YTD | +40.2% | -29.4% | +69.6% | +58.9% |
| 1Y | +81.0% | -46.4% | +127.4% | +133.9% |
| 3Y | +194.8% | -22.3% | +217.1% | +192.8% |
| All | +125.3% | +5.0% | +120.3% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling