-46.5%
APLD vs FROG
+83.7%
-130.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -6.2% |
| 7D | -18.5% | -14.1% | -4.5% | -15.8% |
| 30D | -32.8% | -11.8% | -21.0% | -30.9% |
| 3M | -46.9% | +0.1% | -47.0% | -46.7% |
| 6M | -53.4% | +64.2% | -117.6% | -57.5% |
| YTD | -32.3% | +38.2% | -70.5% | -38.3% |
| 1Y | -46.5% | +85.4% | -131.9% | -52.7% |
| All | -46.5% | +83.7% | -130.2% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling