+12.5%
APH vs FROG
+71.1%
-58.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.2% |
| 7D | +0.4% | +26.8% | -26.5% | -1.4% |
| 30D | -8.0% | +10.6% | -18.6% | -9.6% |
| 3M | -5.0% | +27.2% | -32.2% | -6.4% |
| 6M | +29.9% | +58.7% | -28.8% | +28.4% |
| YTD | +18.0% | +75.3% | -57.4% | +16.9% |
| All | +12.5% | +71.1% | -58.6% | +9.6% |
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