+454.2%
APH vs FROG
+4.7%
+449.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.6% | +4.2% | -7.7% |
| 7D | -12.7% | -24.5% | +11.8% | -9.8% |
| 30D | -19.2% | -24.3% | +5.1% | -16.5% |
| 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% | +1.1% |
| 1Y | +3.9% | +61.8% | -57.9% | -6.3% |
| 3Y | +246.0% | +178.1% | +67.9% | +178.5% |
| 5Y | +268.0% | +91.2% | +176.7% | +193.8% |
| All | +454.2% | +4.7% | +449.5% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling