+212.3%
FROG vs AHR
+394.2%
-182.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.1% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | +23.5% | +10.2% | +13.3% | +21.1% |
| 3M | +19.4% | +8.3% | +11.1% | +17.3% |
| 6M | +77.0% | +13.0% | +64.0% | +71.7% |
| YTD | +81.9% | +24.6% | +57.2% | +69.9% |
| 1Y | +90.7% | +22.2% | +68.4% | +79.3% |
| All | +212.3% | +394.2% | -182.0% | +140.0% |
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