+35.2%
FROG vs AMP
+298.5%
-263.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | -11.3% | +0.2% | -11.5% | -11.4% |
| 30D | +3.6% | -0.1% | +3.7% | +3.6% |
| 3M | +1.7% | +23.6% | -21.9% | -8.6% |
| 6M | +123.5% | +20.4% | +103.2% | +103.2% |
| YTD | +40.2% | +15.4% | +24.8% | +28.8% |
| 1Y | +81.0% | +11.0% | +70.0% | +69.4% |
| 3Y | +194.8% | +70.5% | +124.3% | +120.9% |
| 5Y | +131.8% | +121.4% | +10.4% | +56.7% |
| All | +35.2% | +298.5% | -263.3% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling