+803.3%
APP vs FROG
+176.4%
+627.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.6% | +44.6% | +34.3% |
| 7D | +39.7% | -24.5% | +64.2% | +48.5% |
| 30D | +27.7% | -24.3% | +52.0% | +35.2% |
| 3M | -14.8% | -11.7% | -3.1% | -14.4% |
| 6M | -25.5% | +37.1% | -62.7% | -35.8% |
| YTD | -47.2% | +19.5% | -66.6% | -53.6% |
| 1Y | -42.3% | +61.8% | -104.1% | -55.0% |
| All | +803.3% | +176.4% | +627.0% | +435.9% |
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 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