+154.8%
APA vs FROG
+129.7%
+25.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.8% |
| 7D | +0.5% | -11.3% | +11.8% | +1.7% |
| 30D | +23.4% | +3.6% | +19.8% | +22.6% |
| 3M | +12.7% | +1.7% | +11.0% | +11.7% |
| 6M | +39.4% | +123.5% | -84.1% | +24.3% |
| YTD | +79.0% | +40.2% | +38.7% | +67.6% |
| 1Y | +88.8% | +81.0% | +7.8% | +69.0% |
| 3Y | +6.4% | +194.8% | -188.4% | -15.6% |
| All | +154.8% | +129.7% | +25.1% | +147.4% |
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