+167.4%
FROG vs AMBA
-70.4%
+237.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +6.1% | +29.2% | +33.6% |
| 7D | +7.0% | -7.2% | +14.2% | +9.9% |
| 30D | +2.9% | -10.4% | +13.3% | +6.9% |
| 3M | +21.6% | -30.1% | +51.7% | +34.2% |
| 6M | +87.7% | -22.4% | +110.1% | +91.7% |
| YTD | +61.7% | -17.3% | +79.0% | +58.9% |
| 1Y | +113.7% | -35.4% | +149.1% | +124.8% |
| 3Y | +267.7% | +18.6% | +249.1% | +191.7% |
| All | +167.4% | -70.4% | +237.8% | +189.7% |
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