+109.0%
AAPL vs FROG
+125.4%
-16.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -2.7% | -5.5% | +2.8% | -2.0% |
| 30D | +1.0% | -3.1% | +4.1% | +1.1% |
| 3M | +5.0% | +1.2% | +3.7% | +3.9% |
| 6M | +23.0% | +113.7% | -90.6% | +7.6% |
| YTD | +16.6% | +38.9% | -22.2% | +7.9% |
| 1Y | +33.4% | +72.0% | -38.6% | +17.6% |
| 3Y | +79.9% | +217.1% | -137.2% | +31.7% |
| 5Y | +109.0% | +130.6% | -21.6% | +55.2% |
| All | +109.0% | +125.4% | -16.4% | +55.2% |
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 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