+506.6%
APP vs FROG
+98.1%
+408.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.7% | -1.9% |
| 7D | +61.1% | +17.0% | +44.1% | +46.9% |
| 30D | +42.8% | +1.3% | +41.5% | +37.4% |
| 3M | +16.7% | +17.5% | -0.8% | +3.7% |
| 6M | -15.6% | +46.8% | -62.4% | -33.1% |
| YTD | -41.3% | +65.8% | -107.1% | -58.7% |
| 1Y | -39.3% | +61.0% | -100.3% | -56.7% |
| 3Y | +803.2% | +296.7% | +506.5% | +240.7% |
| 5Y | +313.2% | +177.8% | +135.3% | +68.2% |
| All | +506.6% | +98.1% | +408.5% | +135.8% |
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