+268.0%
APH vs FROG
+76.3%
+191.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.6% | +4.2% | -7.5% |
| 7D | -12.7% | -24.5% | +11.8% | -9.5% |
| 30D | -19.2% | -24.3% | +5.1% | -16.4% |
| 3M | -16.7% | -11.7% | -5.0% | -15.9% |
| 6M | +5.1% | +37.1% | -32.0% | -1.1% |
| YTD | +6.6% | +19.5% | -12.9% | +0.7% |
| 1Y | +3.9% | +61.8% | -57.9% | -7.5% |
| 3Y | +246.0% | +178.1% | +67.9% | +167.5% |
| 5Y | +268.0% | +91.2% | +176.7% | +173.7% |
| All | +268.0% | +76.3% | +191.7% | +173.7% |
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