+108.9%
FROG vs AMRZ
-17.3%
+126.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.8% |
| 7D | -5.5% | -2.0% | -3.5% | -5.4% |
| 30D | -3.1% | -9.8% | +6.7% | -2.7% |
| 3M | +1.2% | -17.2% | +18.5% | +1.8% |
| 6M | +113.7% | -26.9% | +140.6% | +117.9% |
| YTD | +38.9% | -21.5% | +60.3% | +38.1% |
| 1Y | +72.0% | -22.9% | +94.9% | +73.5% |
| All | +108.9% | -17.3% | +126.2% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling