+55.9%
FROG vs ACM
+80.3%
-24.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | 0.0% | +35.3% | +35.3% |
| 7D | +7.0% | +5.4% | +1.6% | +5.0% |
| 30D | +2.9% | +15.1% | -12.2% | -2.2% |
| 3M | +21.6% | -10.5% | +32.1% | +25.8% |
| 6M | +87.7% | -19.7% | +107.4% | +100.6% |
| YTD | +61.7% | -28.8% | +90.5% | +79.2% |
| 1Y | +113.7% | -47.9% | +161.5% | +168.7% |
| 3Y | +267.7% | -12.4% | +280.1% | +251.8% |
| 5Y | +158.8% | +0.6% | +158.2% | +131.2% |
| All | +55.9% | +80.3% | -24.5% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling