+269.3%
APLD vs FROG
+342.5%
-73.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.8% | +1.6% | +5.1% |
| 7D | +7.8% | +26.8% | -19.0% | -2.6% |
| 30D | -23.0% | +10.6% | -33.6% | -26.3% |
| 3M | -39.7% | +27.2% | -66.9% | -46.1% |
| 6M | -59.8% | +58.7% | -118.5% | -67.8% |
| YTD | -27.0% | +75.3% | -102.3% | -46.7% |
| 1Y | -37.3% | +71.1% | -108.4% | -53.5% |
| 3Y | +281.9% | +319.6% | -37.7% | +56.4% |
| All | +269.3% | +342.5% | -73.2% | +23.8% |
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