+55.9%
FROG vs ARMK
+169.2%
-113.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.5% | +30.9% | +33.6% |
| 7D | +7.0% | -2.6% | +9.6% | +8.5% |
| 30D | +2.9% | -5.2% | +8.1% | +5.2% |
| 3M | +21.6% | -6.5% | +28.1% | +24.4% |
| 6M | +87.7% | +15.3% | +72.4% | +76.7% |
| YTD | +61.7% | +43.6% | +18.1% | +38.7% |
| 1Y | +113.7% | +42.1% | +71.6% | +84.3% |
| 3Y | +267.7% | +94.0% | +173.7% | +172.2% |
| 5Y | +158.8% | +96.3% | +62.5% | +82.8% |
| All | +55.9% | +169.2% | -113.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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