+143.7%
FROG vs AHR
+360.2%
-216.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -2.2% | -3.0% | +0.9% | -1.5% |
| 30D | +3.0% | +2.6% | +0.4% | +2.2% |
| 3M | +10.3% | +16.0% | -5.7% | +5.7% |
| 6M | +116.7% | +3.1% | +113.6% | +114.6% |
| YTD | +41.9% | +16.0% | +25.9% | +34.6% |
| 1Y | +78.5% | +28.0% | +50.5% | +64.0% |
| All | +143.7% | +360.2% | -216.5% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling