+91.2%
FROG vs AMBA
-72.1%
+163.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.1% | -11.0% |
| 7D | -24.5% | -14.6% | -9.9% | -21.0% |
| 30D | -24.3% | -18.8% | -5.5% | -19.5% |
| 3M | -11.7% | -32.6% | +20.9% | -2.0% |
| 6M | +37.1% | -25.8% | +63.0% | +41.2% |
| YTD | +19.5% | -22.1% | +41.6% | +18.9% |
| 1Y | +61.8% | -36.2% | +98.0% | +69.9% |
| 3Y | +178.1% | +10.0% | +168.1% | +125.1% |
| 5Y | +91.2% | -71.6% | +162.8% | +108.6% |
| All | +91.2% | -72.1% | +163.3% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling