-5.1%
APO vs FROG
+78.6%
-83.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.5% | +4.3% |
| 7D | +2.3% | +27.1% | -24.8% | +1.0% |
| 30D | +3.0% | +5.8% | -2.8% | +2.7% |
| 3M | -3.7% | +20.8% | -24.6% | -5.0% |
| 6M | -7.5% | +53.3% | -60.8% | -10.5% |
| YTD | -14.5% | +73.2% | -87.7% | -17.7% |
| All | -5.1% | +78.6% | -83.7% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling