+74.8%
FROG vs AMRZ
-24.7%
+99.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.6% |
| 7D | -4.8% | -4.7% | -0.2% | -4.9% |
| 30D | -0.9% | -11.3% | +10.3% | -1.2% |
| 3M | +7.5% | -22.1% | +29.5% | +6.9% |
| 6M | +107.0% | -29.6% | +136.6% | +106.4% |
| YTD | +39.8% | -23.3% | +63.1% | +38.1% |
| 1Y | +74.8% | -23.7% | +98.5% | +65.9% |
| All | +74.8% | -24.7% | +99.5% | +65.9% |
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