+355.9%
APH vs FROG
+129.7%
+226.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.3% |
| 7D | +5.0% | -11.3% | +16.2% | +6.5% |
| 30D | -3.9% | +3.6% | -7.5% | -4.7% |
| 3M | +13.0% | +1.7% | +11.3% | +11.9% |
| 6M | +25.2% | +123.5% | -98.4% | +9.1% |
| YTD | +22.9% | +40.2% | -17.3% | +13.9% |
| 1Y | +47.8% | +81.0% | -33.2% | +29.9% |
| 3Y | +283.0% | +194.8% | +88.3% | +194.2% |
| All | +355.9% | +129.7% | +226.2% | +254.9% |
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