+249.5%
APLD vs FROG
+346.9%
-97.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.7% |
| 7D | +19.6% | +48.2% | -28.6% | +1.3% |
| 30D | -24.5% | +11.4% | -35.9% | -27.9% |
| 3M | -45.6% | +28.5% | -74.1% | -51.6% |
| 6M | -61.4% | +63.7% | -125.1% | -69.4% |
| YTD | -30.9% | +77.1% | -107.9% | -49.8% |
| 1Y | -35.8% | +79.3% | -115.2% | -53.4% |
| 3Y | +261.4% | +323.8% | -62.3% | +47.4% |
| All | +249.5% | +346.9% | -97.4% | +16.7% |
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