+35.2%
FROG vs AGI
+281.6%
-246.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.0% |
| 7D | -11.3% | +0.6% | -11.9% | -11.4% |
| 30D | +3.6% | +18.2% | -14.6% | +0.9% |
| 3M | +1.7% | -4.1% | +5.8% | +1.9% |
| 6M | +123.5% | -28.7% | +152.2% | +133.1% |
| YTD | +40.2% | -4.0% | +44.2% | +38.5% |
| 1Y | +81.0% | +17.4% | +63.6% | +72.4% |
| 3Y | +194.8% | +203.0% | -8.3% | +135.0% |
| 5Y | +131.8% | +376.7% | -244.9% | +66.5% |
| All | +35.2% | +281.6% | -246.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling