+373.4%
APLD vs FROG
+198.7%
+174.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.8% |
| 7D | +4.1% | -11.3% | +15.3% | +7.9% |
| 30D | -11.7% | +3.6% | -15.4% | -13.3% |
| 3M | -40.3% | +1.7% | -41.9% | -41.3% |
| 6M | -8.0% | +123.5% | -131.5% | -32.9% |
| YTD | +7.5% | +40.2% | -32.7% | -9.4% |
| 1Y | +84.0% | +81.0% | +3.0% | +37.9% |
| All | +373.4% | +198.7% | +174.8% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling