+34.6%
FROG vs AGI
+271.1%
-236.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -0.5% | -2.7% | +2.3% | -0.1% |
| 30D | +1.3% | +7.2% | -5.9% | +0.1% |
| 3M | +11.1% | +4.3% | +6.8% | +9.9% |
| 6M | +108.3% | -27.1% | +135.4% | +116.6% |
| YTD | +39.6% | -6.6% | +46.2% | +38.4% |
| 1Y | +74.7% | +9.5% | +65.2% | +68.2% |
| 3Y | +224.1% | +208.4% | +15.6% | +157.3% |
| 5Y | +138.4% | +401.6% | -263.2% | +70.9% |
| All | +34.6% | +271.1% | -236.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling