-53.4%
APTV vs FROG
+45.3%
-98.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.4% |
| 7D | -4.3% | +17.0% | -21.3% | -6.4% |
| 30D | -9.7% | +1.3% | -10.9% | -10.5% |
| 3M | -20.6% | +17.5% | -38.0% | -23.0% |
| 6M | -31.7% | +46.8% | -78.5% | -36.2% |
| YTD | -48.0% | +65.8% | -113.8% | -53.0% |
| 1Y | -52.1% | +61.0% | -113.1% | -56.6% |
| 3Y | -47.9% | +296.7% | -344.6% | -60.9% |
| 5Y | -76.9% | +177.8% | -254.8% | -83.3% |
| All | -53.4% | +45.3% | -98.7% | -65.7% |
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