-32.7%
APP vs FROG
+72.8%
-105.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | +10.6% | +48.2% | -37.7% | +3.7% |
| 30D | +44.6% | +11.4% | +33.2% | +41.0% |
| 3M | +29.6% | +28.5% | +1.1% | +21.7% |
| 6M | -19.8% | +63.7% | -83.5% | -28.4% |
| YTD | -41.6% | +77.1% | -118.6% | -49.1% |
| 1Y | -32.7% | +79.3% | -112.0% | -41.9% |
| All | -32.7% | +72.8% | -105.5% | -41.9% |
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