+391.7%
APP vs FROG
+67.6%
+324.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.6% |
| 7D | +0.9% | -11.3% | +12.2% | +5.8% |
| 30D | -23.3% | +3.6% | -26.9% | -25.2% |
| 3M | -42.6% | +1.7% | -44.3% | -44.2% |
| 6M | -33.6% | +123.5% | -157.1% | -56.6% |
| YTD | -52.4% | +40.2% | -92.7% | -62.6% |
| 1Y | -35.9% | +81.0% | -116.9% | -57.1% |
| 3Y | +642.2% | +194.8% | +447.5% | +235.1% |
| 5Y | +311.1% | +131.8% | +179.3% | +86.7% |
| All | +391.7% | +67.6% | +324.1% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling