+35.1%
APD vs FROG
+83.7%
-48.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.8% |
| 7D | +3.8% | -14.1% | +17.9% | +3.6% |
| 30D | +14.1% | -11.8% | +25.9% | +14.0% |
| 3M | +8.2% | +0.1% | +8.1% | +8.3% |
| 6M | +7.5% | +64.2% | -56.7% | +8.1% |
| YTD | +31.7% | +38.2% | -6.6% | +32.6% |
| 1Y | +35.1% | +85.4% | -50.3% | +34.4% |
| All | +35.1% | +83.7% | -48.6% | +34.4% |
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 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