-54.4%
APTV vs FROG
+59.4%
-113.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.4% |
| 7D | -1.7% | +12.5% | -14.2% | -3.0% |
| 30D | -11.6% | +23.5% | -35.1% | -14.3% |
| 3M | -21.2% | +19.4% | -40.6% | -23.6% |
| 6M | -28.5% | +77.0% | -105.5% | -34.7% |
| YTD | -49.1% | +81.9% | -130.9% | -54.4% |
| 1Y | -52.2% | +90.7% | -142.9% | -57.6% |
| 3Y | -48.6% | +328.5% | -377.1% | -61.7% |
| 5Y | -77.3% | +207.0% | -284.3% | -83.8% |
| All | -54.4% | +59.4% | -113.8% | -66.7% |
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