-32.0%
APP vs FROG
+72.4%
-104.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.4% | +1.4% |
| 7D | +48.9% | +26.8% | +22.1% | +41.7% |
| 30D | +49.4% | +10.6% | +38.8% | +45.9% |
| 3M | +27.0% | +27.2% | -0.2% | +19.4% |
| 6M | -15.4% | +58.7% | -74.1% | -24.1% |
| YTD | -39.9% | +75.3% | -115.3% | -47.7% |
| 1Y | -32.0% | +71.1% | -103.0% | -40.3% |
| All | -32.0% | +72.4% | -104.4% | -40.3% |
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 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