+154.0%
FROG vs AMDL
+119.6%
+34.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +14.3% | -8.6% | +3.8% |
| 7D | +26.8% | +18.5% | +8.3% | +22.6% |
| 30D | +10.6% | -24.2% | +34.8% | +11.6% |
| 3M | +27.2% | +11.5% | +15.7% | +22.3% |
| 6M | +58.7% | -1.0% | +59.7% | +49.6% |
| YTD | +75.3% | +260.3% | -184.9% | +40.2% |
| 1Y | +71.1% | +178.2% | -107.1% | +39.3% |
| All | +154.0% | +119.6% | +34.4% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling