+81.0%
FROG vs AMRZ
-14.5%
+95.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -11.3% | -1.9% | -9.4% | -11.3% |
| 30D | +3.6% | -16.9% | +20.6% | +3.3% |
| 3M | +1.7% | -19.2% | +20.9% | +1.6% |
| 6M | +123.5% | -29.3% | +152.8% | +124.2% |
| YTD | +40.2% | -18.0% | +58.2% | +38.7% |
| 1Y | +81.0% | -15.1% | +96.1% | +75.5% |
| All | +81.0% | -14.5% | +95.5% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling