+59.8%
FROG vs AMBA
+16.7%
+43.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.7% |
| 7D | +17.0% | -2.6% | +19.7% | +18.5% |
| 30D | +1.3% | -10.5% | +11.8% | +5.0% |
| 3M | +17.5% | -26.4% | +43.9% | +27.0% |
| 6M | +46.8% | -20.9% | +67.7% | +49.1% |
| YTD | +65.8% | -14.8% | +80.6% | +62.5% |
| 1Y | +61.0% | -36.1% | +97.1% | +69.6% |
| 3Y | +296.7% | +20.2% | +276.5% | +226.7% |
| 5Y | +177.8% | -67.2% | +245.1% | +186.5% |
| All | +59.8% | +16.7% | +43.2% | +25.0% |
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