+308.2%
APA vs FROG
+21.7%
+286.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -1.7% | -5.5% | +3.8% | -1.2% |
| 30D | +15.7% | -3.1% | +18.8% | +15.8% |
| 3M | +16.5% | +1.2% | +15.2% | +15.6% |
| 6M | +35.1% | +113.7% | -78.6% | +23.5% |
| YTD | +82.2% | +38.9% | +43.4% | +72.7% |
| 1Y | +102.5% | +72.0% | +30.5% | +86.1% |
| 3Y | +10.3% | +217.1% | -206.8% | -8.4% |
| 5Y | +166.1% | +130.6% | +35.5% | +118.0% |
| All | +308.2% | +21.7% | +286.5% | +234.1% |
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