+20.1%
APD vs FROG
+118.5%
-98.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +35.3% | -36.8% | -0.9% |
| 7D | -3.7% | +7.0% | -10.6% | -3.4% |
| 30D | +9.6% | +2.9% | +6.7% | +9.9% |
| 3M | +1.6% | +21.6% | -20.0% | +2.3% |
| 6M | +2.2% | +87.7% | -85.5% | +3.5% |
| YTD | +25.9% | +61.7% | -35.8% | +27.4% |
| 1Y | +20.1% | +113.7% | -93.5% | +20.7% |
| All | +20.1% | +118.5% | -98.4% | +20.7% |
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