+55.9%
FROG vs AMBA
+13.2%
+42.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +6.1% | +29.2% | +33.7% |
| 7D | +7.0% | -7.2% | +14.2% | +9.6% |
| 30D | +2.9% | -10.4% | +13.3% | +6.6% |
| 3M | +21.6% | -30.1% | +51.7% | +33.1% |
| 6M | +87.7% | -22.4% | +110.1% | +91.7% |
| YTD | +61.7% | -17.3% | +79.0% | +59.6% |
| 1Y | +113.7% | -35.4% | +149.1% | +124.1% |
| 3Y | +267.7% | +18.6% | +249.1% | +203.5% |
| 5Y | +158.8% | -69.8% | +228.6% | +170.7% |
| All | +55.9% | +13.2% | +42.7% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling