+195.7%
FROG vs AMP
+83.7%
+111.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +26.8% | -1.1% | +27.9% | +27.7% |
| 30D | +10.6% | +4.4% | +6.2% | +7.6% |
| 3M | +27.2% | -7.3% | +34.5% | +32.0% |
| 6M | +58.7% | +12.9% | +45.8% | +46.3% |
| YTD | +75.3% | +7.5% | +67.9% | +63.9% |
| 1Y | +71.1% | +13.3% | +57.8% | +54.7% |
| 3Y | +319.6% | +60.8% | +258.7% | +195.9% |
| 5Y | +195.7% | +82.7% | +113.0% | +88.9% |
| All | +195.7% | +83.7% | +111.9% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling