+67.0%
APO vs FROG
+160.8%
-93.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.8% | -6.9% |
| 7D | +0.8% | +7.0% | -6.2% | -1.7% |
| 30D | +1.0% | +2.9% | -1.8% | -1.0% |
| 3M | -8.4% | +21.6% | -30.0% | -14.0% |
| 6M | -9.1% | +87.7% | -96.8% | -23.7% |
| YTD | -18.3% | +61.7% | -80.0% | -30.8% |
| 1Y | -8.0% | +113.7% | -121.7% | -28.3% |
| 3Y | +47.1% | +267.7% | -220.7% | -8.3% |
| All | +67.0% | +160.8% | -93.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling