+243.9%
APLD vs FROG
+318.4%
-74.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | +1.4% |
| 7D | -6.3% | +17.0% | -23.4% | -12.8% |
| 30D | -29.6% | +1.3% | -30.9% | -30.4% |
| 3M | -42.6% | +17.5% | -60.1% | -47.2% |
| 6M | -59.6% | +46.8% | -106.3% | -66.6% |
| YTD | -32.0% | +65.8% | -97.8% | -49.3% |
| 1Y | -46.9% | +61.0% | -107.9% | -59.7% |
| 3Y | +255.7% | +296.7% | -41.1% | +48.7% |
| All | +243.9% | +318.4% | -74.5% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling