+211.1%
APO vs FROG
+59.4%
+151.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.3% |
| 7D | +5.8% | +12.5% | -6.7% | +3.7% |
| 30D | +8.9% | +23.5% | -14.6% | +3.7% |
| 3M | -13.6% | +19.4% | -33.0% | -17.7% |
| 6M | -5.4% | +77.0% | -82.4% | -17.0% |
| YTD | -13.6% | +81.9% | -95.5% | -26.4% |
| 1Y | -2.5% | +90.7% | -93.2% | -17.8% |
| 3Y | +50.9% | +328.5% | -277.7% | +1.7% |
| 5Y | +81.4% | +207.0% | -125.6% | +19.2% |
| All | +211.1% | +59.4% | +151.7% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling