+201.1%
FROG vs ARWR
+211.2%
-10.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -11.3% | +1.7% | -13.0% | -11.4% |
| 30D | +3.6% | -0.7% | +4.3% | +3.7% |
| 3M | +1.7% | +14.9% | -13.2% | 0.0% |
| 6M | +123.5% | +32.6% | +90.9% | +114.0% |
| YTD | +40.2% | +30.0% | +10.2% | +34.1% |
| 1Y | +81.0% | +208.4% | -127.4% | +51.3% |
| All | +201.1% | +211.2% | -10.1% | +129.3% |
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