+215.5%
FROG vs ARWR
-34.9%
+250.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | +12.5% | -17.8% | +30.3% | +16.3% |
| 30D | +23.5% | -18.1% | +41.7% | +28.2% |
| 3M | +19.4% | -44.2% | +63.6% | +32.8% |
| 6M | +77.0% | -38.6% | +115.7% | +91.0% |
| YTD | +81.9% | -28.0% | +109.9% | +86.4% |
| 1Y | +90.7% | +16.1% | +74.5% | +71.7% |
| 3Y | +328.5% | +84.0% | +244.5% | +197.3% |
| All | +215.5% | -34.9% | +250.4% | +200.8% |
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