+224.6%
FROG vs AMP
+64.9%
+159.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.1% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -0.9% | -1.0% | +0.1% | -0.4% |
| 3M | +7.5% | +23.2% | -15.8% | -4.7% |
| 6M | +107.0% | +20.4% | +86.6% | +85.6% |
| YTD | +39.8% | +13.6% | +26.2% | +27.6% |
| 1Y | +74.8% | +13.4% | +61.5% | +59.7% |
| All | +224.6% | +64.9% | +159.7% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling