+477.0%
APH vs FROG
+41.7%
+435.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +35.3% | -31.2% | -0.2% |
| 7D | -5.9% | +7.0% | -12.9% | -7.3% |
| 30D | -14.8% | +2.9% | -17.7% | -15.7% |
| 3M | -12.4% | +21.6% | -34.0% | -15.4% |
| 6M | +8.1% | +87.7% | -79.6% | -2.2% |
| YTD | +10.9% | +61.7% | -50.7% | +1.0% |
| 1Y | +8.8% | +113.7% | -104.9% | -5.6% |
| 3Y | +262.1% | +267.7% | -5.7% | +180.3% |
| 5Y | +283.1% | +158.8% | +124.3% | +193.2% |
| All | +477.0% | +41.7% | +435.4% | +356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling