+75.3%
FROG vs AGI
+195.6%
-120.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +12.5% | -10.1% | +22.6% | +14.4% |
| 30D | +23.5% | -6.5% | +30.1% | +24.6% |
| 3M | +19.4% | -12.8% | +32.2% | +21.5% |
| 6M | +77.0% | -34.3% | +111.3% | +87.2% |
| YTD | +81.9% | -25.6% | +107.5% | +86.3% |
| 1Y | +90.7% | -14.2% | +104.9% | +90.9% |
| 3Y | +328.5% | +127.3% | +201.2% | +256.7% |
| 5Y | +207.0% | +241.8% | -34.7% | +130.7% |
| All | +75.3% | +195.6% | -120.3% | +38.3% |
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