+85.4%
FROG vs AMP
+18.6%
+66.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -3.0% |
| 7D | -14.1% | +7.7% | -21.7% | -14.9% |
| 30D | -11.8% | +6.6% | -18.3% | -12.6% |
| 3M | +0.1% | -4.7% | +4.9% | +2.2% |
| 6M | +64.2% | +12.9% | +51.3% | +59.2% |
| YTD | +38.2% | +8.6% | +29.6% | +31.3% |
| 1Y | +85.4% | +18.2% | +67.2% | +61.5% |
| All | +85.4% | +18.6% | +66.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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