-64.5%
APLD vs FROG
+41.2%
-105.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -13.6% | -1.1% | -11.3% |
| 7D | -27.0% | -24.5% | -2.5% | -22.2% |
| 30D | -44.1% | -24.3% | -19.8% | -40.7% |
| 3M | -52.6% | -11.7% | -40.8% | -49.7% |
| 6M | -64.5% | +37.1% | -101.6% | -56.7% |
| All | -64.5% | +41.2% | -105.7% | -56.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling