-25.5%
APP vs FROG
+41.2%
-66.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.6% | +44.6% | +30.9% |
| 7D | +39.7% | -24.5% | +64.2% | +42.4% |
| 30D | +27.7% | -24.3% | +52.0% | +29.9% |
| 3M | -14.8% | -11.7% | -3.1% | -15.6% |
| 6M | -25.5% | +37.1% | -62.7% | -22.1% |
| All | -25.5% | +41.2% | -66.8% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling