+58.7%
FROG vs AMDL
-1.6%
+60.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +14.3% | -8.6% | +2.7% |
| 7D | +26.8% | +18.5% | +8.3% | +18.6% |
| 30D | +10.6% | -24.2% | +34.8% | +7.6% |
| 3M | +27.2% | +11.5% | +15.7% | +19.3% |
| 6M | +58.7% | -1.0% | +59.7% | +48.3% |
| All | +58.7% | -1.6% | +60.3% | +48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling