+336.0%
ASML vs FROG
+59.4%
+276.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.7% |
| 7D | +4.9% | +12.5% | -7.6% | +2.5% |
| 30D | -9.3% | +23.5% | -32.8% | -13.9% |
| 3M | -19.0% | +19.4% | -38.4% | -23.1% |
| 6M | -5.2% | +77.0% | -82.2% | -17.7% |
| YTD | +40.6% | +81.9% | -41.3% | +18.1% |
| 1Y | +47.5% | +90.7% | -43.2% | +22.3% |
| 3Y | +133.9% | +328.5% | -194.7% | +46.5% |
| 5Y | +83.8% | +207.0% | -123.2% | +14.7% |
| All | +336.0% | +59.4% | +276.6% | +181.6% |
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