+320.4%
APA vs FROG
+41.7%
+278.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +35.3% | -32.7% | -0.6% |
| 7D | -15.5% | +7.0% | -22.5% | -16.4% |
| 30D | +2.4% | +2.9% | -0.5% | +1.4% |
| 3M | +22.8% | +21.6% | +1.2% | +19.5% |
| 6M | +17.9% | +87.7% | -69.7% | +9.1% |
| YTD | +87.7% | +61.7% | +26.0% | +74.3% |
| 1Y | +94.2% | +113.7% | -19.5% | +73.6% |
| 3Y | +27.2% | +267.7% | -240.5% | +3.7% |
| 5Y | +74.1% | +158.8% | -84.6% | +40.4% |
| All | +320.4% | +41.7% | +278.7% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling