+220.6%
APLD vs FROG
+308.0%
-87.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +35.3% | -25.6% | -3.8% |
| 7D | -12.7% | +7.0% | -19.7% | -15.7% |
| 30D | -34.7% | +2.9% | -37.6% | -35.8% |
| 3M | -46.1% | +21.6% | -67.7% | -51.2% |
| 6M | -64.9% | +87.7% | -152.5% | -74.2% |
| YTD | -36.6% | +61.7% | -98.3% | -52.3% |
| 1Y | -50.0% | +113.7% | -163.6% | -67.4% |
| 3Y | +190.1% | +267.7% | -77.6% | +26.2% |
| All | +220.6% | +308.0% | -87.4% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling