+192.2%
APLD vs FROG
+201.5%
-9.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -13.6% | -1.1% | -9.3% |
| 7D | -27.0% | -24.5% | -2.5% | -18.1% |
| 30D | -44.1% | -24.3% | -19.8% | -37.2% |
| 3M | -52.6% | -11.7% | -40.8% | -50.6% |
| 6M | -64.5% | +37.1% | -101.6% | -70.1% |
| YTD | -42.2% | +19.5% | -61.7% | -50.4% |
| 1Y | -57.2% | +61.8% | -119.0% | -68.6% |
| 3Y | +159.5% | +178.1% | -18.6% | +27.0% |
| All | +192.2% | +201.5% | -9.3% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling