+149.4%
FROG vs AMRZ
-17.3%
+166.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.2% | -4.3% |
| 7D | +17.0% | 0.0% | +17.1% | +17.1% |
| 30D | +1.3% | +15.9% | -14.6% | +1.2% |
| 3M | +17.5% | -9.2% | +26.6% | +18.5% |
| 6M | +46.8% | -20.3% | +67.1% | +48.8% |
| YTD | +65.8% | -21.5% | +87.3% | +65.6% |
| 1Y | +61.0% | -12.9% | +73.9% | +56.4% |
| All | +149.4% | -17.3% | +166.7% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling