+887.9%
APP vs FROG
+335.2%
+552.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.2% | +3.3% |
| 7D | +4.6% | +12.5% | -7.9% | +1.6% |
| 30D | +56.0% | +23.5% | +32.5% | +45.3% |
| 3M | +30.8% | +19.4% | +11.5% | +21.9% |
| 6M | -9.8% | +77.0% | -86.8% | -25.8% |
| YTD | -39.3% | +81.9% | -121.2% | -52.3% |
| 1Y | -26.4% | +90.7% | -117.1% | -43.2% |
| 3Y | +887.9% | +328.5% | +559.4% | +363.0% |
| All | +887.9% | +335.2% | +552.7% | +363.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling