+55.9%
FROG vs ARWR
+45.2%
+10.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.2% | +34.1% | +35.1% |
| 7D | +7.0% | -2.9% | +9.9% | +7.9% |
| 30D | +2.9% | -5.4% | +8.3% | +4.4% |
| 3M | +21.6% | -32.2% | +53.8% | +31.4% |
| 6M | +87.7% | -26.5% | +114.2% | +96.1% |
| YTD | +61.7% | -12.4% | +74.1% | +60.3% |
| 1Y | +113.7% | +46.9% | +66.8% | +83.6% |
| 3Y | +267.7% | +116.0% | +151.8% | +149.7% |
| 5Y | +158.8% | -28.0% | +186.7% | +131.6% |
| All | +55.9% | +45.2% | +10.6% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling