+230.0%
APO vs FROG
+22.5%
+207.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.0% | -4.8% | +3.8% | -0.1% |
| 30D | -0.4% | -0.9% | +0.6% | -0.5% |
| 3M | -0.9% | +7.5% | -8.3% | -3.1% |
| 6M | +22.1% | +107.0% | -84.9% | +4.0% |
| YTD | -8.4% | +39.8% | -48.2% | -17.1% |
| 1Y | -0.9% | +74.8% | -75.8% | -15.3% |
| 3Y | +56.1% | +219.3% | -163.1% | +12.1% |
| 5Y | +136.0% | +133.0% | +3.0% | +64.4% |
| All | +230.0% | +22.5% | +207.5% | +129.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling