+70.7%
FROG vs AMP
+266.3%
-195.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +48.2% | +1.2% | +47.1% | +47.2% |
| 30D | +11.4% | +4.4% | +7.0% | +8.8% |
| 3M | +28.5% | -8.8% | +37.4% | +33.6% |
| 6M | +63.7% | +9.9% | +53.8% | +54.9% |
| YTD | +77.1% | +6.1% | +71.0% | +68.5% |
| 1Y | +79.3% | +10.6% | +68.8% | +67.1% |
| 3Y | +323.8% | +58.8% | +265.0% | +226.8% |
| 5Y | +198.9% | +79.0% | +120.0% | +112.4% |
| All | +70.7% | +266.3% | -195.6% | +13.1% |
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