+167.4%
FROG vs ARWR
-28.9%
+196.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.2% | +34.1% | +35.1% |
| 7D | +7.0% | -2.9% | +9.9% | +7.8% |
| 30D | +2.9% | -5.4% | +8.3% | +4.3% |
| 3M | +21.6% | -32.2% | +53.8% | +30.9% |
| 6M | +87.7% | -26.5% | +114.2% | +95.7% |
| YTD | +61.7% | -12.4% | +74.1% | +60.2% |
| 1Y | +113.7% | +46.9% | +66.8% | +84.3% |
| 3Y | +267.7% | +116.0% | +151.8% | +149.9% |
| All | +167.4% | -28.9% | +196.3% | +158.4% |
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