+516.0%
APH vs FROG
+55.2%
+460.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +11.1% | +48.2% | -37.1% | +5.4% |
| 30D | -7.3% | +11.4% | -18.7% | -9.2% |
| 3M | -6.2% | +28.5% | -34.7% | -10.0% |
| 6M | +24.9% | +63.7% | -38.8% | +15.7% |
| YTD | +18.4% | +77.1% | -58.6% | +6.6% |
| 1Y | +13.0% | +79.3% | -66.4% | +1.4% |
| 3Y | +276.4% | +323.8% | -47.4% | +186.1% |
| 5Y | +296.4% | +198.9% | +97.5% | +198.8% |
| All | +516.0% | +55.2% | +460.8% | +382.3% |
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