+107.2%
APA vs FROG
+83.7%
+23.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.4% | -6.8% |
| 7D | -13.0% | -14.1% | +1.1% | -12.8% |
| 30D | +2.0% | -11.8% | +13.7% | +2.1% |
| 3M | +24.9% | +0.1% | +24.8% | +25.1% |
| 6M | +7.2% | +64.2% | -57.0% | +7.0% |
| YTD | +87.1% | +38.2% | +48.9% | +85.2% |
| 1Y | +107.2% | +85.4% | +21.8% | +103.2% |
| All | +107.2% | +83.7% | +23.5% | +103.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling