+33.9%
FROG vs ARWR
+112.5%
-78.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -5.5% | +2.9% | -8.4% | -6.1% |
| 30D | -3.1% | -2.9% | -0.2% | -2.6% |
| 3M | +1.2% | +15.2% | -14.0% | -2.8% |
| 6M | +113.7% | +42.3% | +71.4% | +93.1% |
| YTD | +38.9% | +28.2% | +10.7% | +27.5% |
| 1Y | +72.0% | +213.2% | -141.3% | +23.4% |
| 3Y | +217.1% | +184.6% | +32.5% | +105.8% |
| 5Y | +130.6% | +29.2% | +101.4% | +79.8% |
| All | +33.9% | +112.5% | -78.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ARWR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling