-50.0%
APLD vs FROG
+118.5%
-168.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +35.3% | -25.6% | +0.8% |
| 7D | -12.7% | +7.0% | -19.7% | -14.9% |
| 30D | -34.7% | +2.9% | -37.6% | -35.8% |
| 3M | -46.1% | +21.6% | -67.7% | -48.7% |
| 6M | -64.9% | +87.7% | -152.5% | -69.3% |
| YTD | -36.6% | +61.7% | -98.3% | -44.9% |
| 1Y | -50.0% | +113.7% | -163.6% | -57.8% |
| All | -50.0% | +118.5% | -168.5% | -57.8% |
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 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