+18.3%
APD vs FROG
+207.6%
-189.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | +3.8% | +12.5% | -8.7% | +3.2% |
| 30D | +8.2% | +23.5% | -15.3% | +6.6% |
| 3M | +4.3% | +19.4% | -15.1% | +2.8% |
| 6M | +4.7% | +77.0% | -72.3% | +0.2% |
| YTD | +31.5% | +81.9% | -50.3% | +24.6% |
| 1Y | +23.5% | +90.7% | -67.1% | +16.4% |
| 3Y | +29.1% | +328.5% | -299.4% | +8.8% |
| All | +18.3% | +207.6% | -189.4% | -2.8% |
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 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