-47.6%
APTV vs FROG
+22.5%
-70.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.7% |
| 7D | -1.2% | -4.8% | +3.7% | -0.6% |
| 30D | -10.6% | -0.9% | -9.7% | -10.8% |
| 3M | -35.0% | +7.5% | -42.5% | -36.1% |
| 6M | -38.9% | +107.0% | -145.9% | -45.5% |
| YTD | -41.5% | +39.8% | -81.3% | -45.5% |
| 1Y | -45.8% | +74.8% | -120.6% | -51.6% |
| 3Y | -55.7% | +219.3% | -275.0% | -65.6% |
| 5Y | -70.1% | +133.0% | -203.1% | -77.8% |
| All | -47.6% | +22.5% | -70.1% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling