+113.7%
FROG vs AMDL
+62.4%
+51.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +22.3% | +13.0% | +31.7% |
| 7D | +7.0% | -26.2% | +33.2% | +10.5% |
| 30D | +2.9% | -57.1% | +60.0% | +11.5% |
| 3M | +21.6% | -29.8% | +51.5% | +25.0% |
| 6M | +87.7% | -22.2% | +109.9% | +84.4% |
| YTD | +61.7% | +142.1% | -80.5% | +41.6% |
| 1Y | +113.7% | +85.8% | +27.8% | +85.8% |
| All | +113.7% | +62.4% | +51.2% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling