-45.2%
APTV vs FROG
+307.0%
-352.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | +0.8% |
| 7D | -9.8% | +27.1% | -36.9% | -11.0% |
| 30D | -8.9% | +5.8% | -14.7% | -9.2% |
| 3M | -19.5% | +20.8% | -40.3% | -20.7% |
| 6M | -31.1% | +53.3% | -84.5% | -33.9% |
| YTD | -47.5% | +73.2% | -120.7% | -50.7% |
| 1Y | -52.3% | +80.3% | -132.6% | -55.5% |
| 3Y | -45.2% | +318.3% | -363.5% | -56.4% |
| All | -45.2% | +307.0% | -352.2% | -56.4% |
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