+328.5%
FROG vs AGI
+127.5%
+201.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +12.5% | -10.1% | +22.6% | +14.1% |
| 30D | +23.5% | -6.5% | +30.1% | +24.6% |
| 3M | +19.4% | -12.8% | +32.2% | +21.3% |
| 6M | +77.0% | -34.3% | +111.3% | +85.5% |
| YTD | +81.9% | -25.6% | +107.5% | +85.7% |
| 1Y | +90.7% | -14.2% | +104.9% | +91.6% |
| 3Y | +328.5% | +127.3% | +201.2% | +291.5% |
| All | +328.5% | +127.5% | +201.1% | +291.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling