+125.3%
FROG vs ARWR
+28.5%
+96.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -11.3% | +1.7% | -13.0% | -11.6% |
| 30D | +3.6% | -0.7% | +4.3% | +3.7% |
| 3M | +1.7% | +14.9% | -13.2% | -2.1% |
| 6M | +123.5% | +32.6% | +90.9% | +105.8% |
| YTD | +40.2% | +30.0% | +10.2% | +28.8% |
| 1Y | +81.0% | +208.4% | -127.4% | +31.3% |
| 3Y | +194.8% | +208.8% | -14.0% | +86.8% |
| All | +125.3% | +28.5% | +96.8% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling