+500.0%
APP vs FROG
+93.2%
+406.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +35.3% | -25.5% | -3.6% |
| 7D | +71.2% | +7.0% | +64.2% | +61.6% |
| 30D | +39.1% | +2.9% | +36.2% | +32.7% |
| 3M | +16.5% | +21.6% | -5.1% | +1.9% |
| 6M | -16.6% | +87.7% | -104.2% | -42.2% |
| YTD | -41.9% | +61.7% | -103.6% | -58.7% |
| 1Y | -37.0% | +113.7% | -150.7% | -62.1% |
| 3Y | +892.4% | +267.7% | +624.7% | +289.4% |
| 5Y | +297.3% | +158.8% | +138.5% | +66.1% |
| All | +500.0% | +93.2% | +406.9% | +135.4% |
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