+190.2%
AAPL vs FROG
+22.5%
+167.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.0% | -4.8% | +1.8% | -2.3% |
| 30D | +2.3% | -0.9% | +3.2% | +2.1% |
| 3M | +8.6% | +7.5% | +1.2% | +6.6% |
| 6M | +21.6% | +107.0% | -85.5% | +7.0% |
| YTD | +16.3% | +39.8% | -23.5% | +7.5% |
| 1Y | +35.1% | +74.8% | -39.8% | +19.0% |
| 3Y | +79.4% | +219.3% | -139.9% | +34.1% |
| 5Y | +109.8% | +133.0% | -23.1% | +56.8% |
| All | +190.2% | +22.5% | +167.7% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling