+81.0%
FROG vs AMBA
-20.7%
+101.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -11.3% | -11.0% | -0.3% | -9.9% |
| 30D | +3.6% | -23.2% | +26.8% | +7.3% |
| 3M | +1.7% | -12.7% | +14.4% | +2.2% |
| 6M | +123.5% | +11.2% | +112.3% | +105.6% |
| YTD | +40.2% | -11.2% | +51.5% | +31.9% |
| 1Y | +81.0% | -22.5% | +103.5% | +74.6% |
| All | +81.0% | -20.7% | +101.7% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling