+528.8%
APP vs FROG
+106.9%
+421.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | +2.1% |
| 7D | +79.2% | +27.1% | +52.1% | +58.2% |
| 30D | +48.0% | +5.8% | +42.2% | +40.1% |
| 3M | +18.2% | +20.8% | -2.6% | +4.0% |
| 6M | -12.5% | +53.3% | -65.8% | -31.8% |
| YTD | -39.2% | +73.2% | -112.4% | -57.9% |
| 1Y | -33.9% | +80.3% | -114.2% | -55.2% |
| 3Y | +933.3% | +318.3% | +614.9% | +281.2% |
| 5Y | +295.9% | +179.9% | +116.0% | +60.7% |
| All | +528.8% | +106.9% | +421.9% | +140.3% |
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