-54.5%
APTV vs FROG
+202.6%
-257.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.6% |
| 7D | +2.0% | -5.5% | +7.5% | +2.3% |
| 30D | -7.7% | -3.1% | -4.6% | -7.7% |
| 3M | -34.0% | +1.2% | -35.2% | -34.3% |
| 6M | -37.1% | +113.7% | -150.8% | -41.1% |
| YTD | -39.9% | +38.9% | -78.8% | -42.2% |
| 1Y | -44.4% | +72.0% | -116.4% | -47.8% |
| 3Y | -54.5% | +217.1% | -271.6% | -53.2% |
| All | -54.5% | +202.6% | -257.1% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling