+102.5%
APA vs FROG
+73.6%
+28.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -1.7% | -5.5% | +3.8% | -1.7% |
| 30D | +15.7% | -3.1% | +18.8% | +15.7% |
| 3M | +16.5% | +1.2% | +15.2% | +16.5% |
| 6M | +35.1% | +113.7% | -78.6% | +33.7% |
| YTD | +82.2% | +38.9% | +43.4% | +80.0% |
| 1Y | +102.5% | +72.0% | +30.5% | +90.8% |
| All | +102.5% | +73.6% | +28.9% | +90.8% |
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