+34.6%
FROG vs AMP
+296.4%
-261.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.2% |
| 30D | +1.3% | -1.3% | +2.6% | +2.0% |
| 3M | +11.1% | +24.2% | -13.1% | -0.4% |
| 6M | +108.3% | +24.6% | +83.8% | +86.1% |
| YTD | +39.6% | +14.8% | +24.7% | +28.5% |
| 1Y | +74.7% | +12.8% | +62.0% | +62.5% |
| 3Y | +224.1% | +69.0% | +155.1% | +144.0% |
| 5Y | +138.4% | +124.9% | +13.5% | +61.4% |
| All | +34.6% | +296.4% | -261.9% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling