+306.4%
APH vs FROG
+170.5%
+135.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.4% |
| 7D | -5.0% | +17.0% | -22.1% | -7.4% |
| 30D | -8.4% | +1.3% | -9.6% | -9.2% |
| 3M | -4.5% | +17.5% | -22.0% | -7.6% |
| 6M | +25.3% | +46.8% | -21.5% | +17.0% |
| YTD | +18.9% | +65.8% | -46.9% | +7.1% |
| 1Y | +11.9% | +61.0% | -49.1% | +1.2% |
| 3Y | +278.0% | +296.7% | -18.8% | +177.0% |
| 5Y | +306.4% | +177.8% | +128.6% | +190.0% |
| All | +306.4% | +170.5% | +135.9% | +190.0% |
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