+211.5%
APH vs FROG
+22.9%
+188.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -12.5% | -35.3% | -46.0% |
| 7D | -48.7% | -15.8% | -32.9% | -46.7% |
| 30D | -51.9% | +3.6% | -55.6% | -51.3% |
| 3M | -43.6% | +1.7% | -45.2% | -42.9% |
| 6M | -37.5% | +123.5% | -161.1% | -43.6% |
| YTD | -38.6% | +40.2% | -78.9% | -41.6% |
| 1Y | -26.3% | +81.0% | -107.3% | -33.0% |
| 3Y | +89.2% | +194.8% | -105.5% | +54.6% |
| 5Y | +119.8% | +131.8% | -12.0% | +75.2% |
| All | +211.5% | +22.9% | +188.6% | +158.1% |
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 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