+84.0%
APLD vs FROG
+83.7%
+0.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.3% |
| 7D | +4.1% | -11.3% | +15.3% | +5.9% |
| 30D | -11.7% | +3.6% | -15.4% | -12.2% |
| 3M | -40.3% | +1.7% | -41.9% | -40.7% |
| 6M | -8.0% | +123.5% | -131.5% | -19.7% |
| YTD | +7.5% | +40.2% | -32.7% | -1.7% |
| 1Y | +84.0% | +81.0% | +3.0% | +82.1% |
| All | +84.0% | +83.7% | +0.3% | +82.1% |
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 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