+227.3%
AAPL vs FROG
+53.7%
+173.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.7% | +1.3% |
| 7D | +1.8% | +26.8% | -25.1% | -2.0% |
| 30D | +4.3% | +10.6% | -6.3% | +2.0% |
| 3M | +16.6% | +27.2% | -10.6% | +11.3% |
| 6M | +21.6% | +58.7% | -37.1% | +11.5% |
| YTD | +31.2% | +75.3% | -44.2% | +16.3% |
| 1Y | +29.6% | +71.1% | -41.5% | +15.1% |
| 3Y | +93.1% | +319.6% | -226.5% | +37.8% |
| 5Y | +146.2% | +195.7% | -49.4% | +76.6% |
| All | +227.3% | +53.7% | +173.6% | +150.1% |
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