-52.1%
APTV vs FROG
+70.9%
-123.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.9% |
| 7D | -4.3% | +17.0% | -21.3% | -3.9% |
| 30D | -9.7% | +1.3% | -10.9% | -9.1% |
| 3M | -20.6% | +17.5% | -38.0% | -20.5% |
| 6M | -31.7% | +46.8% | -78.5% | -32.5% |
| YTD | -48.0% | +65.8% | -113.8% | -50.0% |
| 1Y | -52.1% | +61.0% | -113.1% | -53.8% |
| All | -52.1% | +70.9% | -123.0% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling