+313.1%
FROG vs ARWR
+85.8%
+227.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.7% |
| 7D | +26.8% | -19.9% | +46.8% | +29.3% |
| 30D | +10.6% | -18.7% | +29.3% | +12.6% |
| 3M | +27.2% | -44.7% | +71.9% | +33.5% |
| 6M | +58.7% | -36.5% | +95.2% | +63.9% |
| YTD | +75.3% | -25.7% | +101.0% | +76.1% |
| 1Y | +71.1% | +18.9% | +52.1% | +60.8% |
| All | +313.1% | +85.8% | +227.3% | +238.3% |
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