+85.4%
FROG vs AMBA
-25.6%
+111.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | -14.1% | -8.1% | -6.0% | -13.0% |
| 30D | -11.8% | -10.8% | -1.0% | -10.4% |
| 3M | +0.1% | -25.9% | +26.1% | +3.6% |
| 6M | +64.2% | -13.9% | +78.1% | +59.8% |
| YTD | +38.2% | -14.0% | +52.2% | +29.5% |
| 1Y | +85.4% | -25.7% | +111.1% | +80.3% |
| All | +85.4% | -25.6% | +111.0% | +80.3% |
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