+446.2%
APP vs FROG
+42.7%
+403.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.6% | +44.6% | +36.3% |
| 7D | +39.7% | -24.5% | +64.2% | +53.5% |
| 30D | +27.7% | -24.3% | +52.0% | +39.2% |
| 3M | -14.8% | -11.7% | -3.1% | -14.3% |
| 6M | -25.5% | +37.1% | -62.7% | -40.9% |
| YTD | -47.2% | +19.5% | -66.6% | -57.2% |
| 1Y | -42.3% | +61.8% | -104.1% | -60.9% |
| 3Y | +806.8% | +178.1% | +628.7% | +299.8% |
| 5Y | +261.6% | +91.2% | +170.4% | +72.4% |
| All | +446.2% | +42.7% | +403.4% | +144.3% |
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 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