+267.7%
FROG vs ARWR
+105.6%
+162.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.2% | +34.1% | +35.2% |
| 7D | +7.0% | -2.9% | +9.9% | +7.4% |
| 30D | +2.9% | -5.4% | +8.3% | +3.6% |
| 3M | +21.6% | -32.2% | +53.8% | +25.6% |
| 6M | +87.7% | -26.5% | +114.2% | +91.4% |
| YTD | +61.7% | -12.4% | +74.1% | +60.4% |
| 1Y | +113.7% | +46.9% | +66.8% | +97.2% |
| 3Y | +267.7% | +116.0% | +151.8% | +198.3% |
| All | +267.7% | +105.6% | +162.1% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling