+70.7%
FROG vs AMBA
+18.0%
+52.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | +48.2% | +10.7% | +37.5% | +45.0% |
| 30D | +11.4% | -5.0% | +16.4% | +13.8% |
| 3M | +28.5% | -26.9% | +55.4% | +39.2% |
| 6M | +63.7% | -21.9% | +85.6% | +67.1% |
| YTD | +77.1% | -13.8% | +90.9% | +73.0% |
| 1Y | +79.3% | -36.1% | +115.4% | +89.0% |
| 3Y | +323.8% | +21.6% | +302.1% | +248.0% |
| 5Y | +198.9% | -68.8% | +267.7% | +210.1% |
| All | +70.7% | +18.0% | +52.7% | +33.1% |
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