+141.2%
AAPL vs FROG
+170.5%
-29.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.1% |
| 7D | +5.0% | +17.0% | -12.0% | +2.3% |
| 30D | +3.5% | +1.3% | +2.2% | +2.5% |
| 3M | +13.1% | +17.5% | -4.4% | +9.1% |
| 6M | +19.0% | +46.8% | -27.7% | +10.4% |
| YTD | +28.5% | +65.8% | -37.2% | +15.0% |
| 1Y | +29.7% | +61.0% | -31.3% | +16.4% |
| 3Y | +89.2% | +296.7% | -207.5% | +32.9% |
| 5Y | +141.2% | +177.8% | -36.6% | +74.1% |
| All | +141.2% | +170.5% | -29.3% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling