+15.2%
FROG vs AMBA
+6.6%
+8.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.1% | -11.2% |
| 7D | -24.5% | -14.6% | -9.9% | -21.2% |
| 30D | -24.3% | -18.8% | -5.5% | -19.9% |
| 3M | -11.7% | -32.6% | +20.9% | -2.8% |
| 6M | +37.1% | -25.8% | +63.0% | +41.2% |
| YTD | +19.5% | -22.1% | +41.6% | +19.3% |
| 1Y | +61.8% | -36.2% | +98.0% | +69.6% |
| 3Y | +178.1% | +10.0% | +168.1% | +133.3% |
| 5Y | +91.2% | -71.6% | +162.8% | +102.4% |
| All | +15.2% | +6.6% | +8.5% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling