+247.7%
APH vs FROG
+176.4%
+71.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.6% | +4.2% | -7.9% |
| 7D | -12.7% | -24.5% | +11.8% | -10.3% |
| 30D | -19.2% | -24.3% | +5.1% | -17.0% |
| 3M | -16.7% | -11.7% | -5.0% | -15.9% |
| 6M | +5.1% | +37.1% | -32.0% | +0.6% |
| YTD | +6.6% | +19.5% | -12.9% | +2.6% |
| 1Y | +3.9% | +61.8% | -57.9% | -5.3% |
| All | +247.7% | +176.4% | +71.4% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling