-45.8%
APTV vs FROG
+73.1%
-118.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.7% |
| 7D | -1.2% | -4.8% | +3.7% | -1.0% |
| 30D | -10.6% | -0.9% | -9.7% | -10.7% |
| 3M | -35.0% | +7.5% | -42.5% | -35.5% |
| 6M | -38.9% | +107.0% | -145.9% | -42.0% |
| YTD | -41.5% | +39.8% | -81.3% | -43.5% |
| 1Y | -45.8% | +74.8% | -120.6% | -48.5% |
| All | -45.8% | +73.1% | -118.9% | -48.5% |
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