+315.4%
ASML vs FROG
+41.7%
+273.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +35.3% | -30.3% | -1.9% |
| 7D | -9.0% | +7.0% | -16.0% | -11.0% |
| 30D | -21.0% | +2.9% | -23.8% | -22.3% |
| 3M | -16.3% | +21.6% | -37.9% | -21.0% |
| 6M | -7.5% | +87.7% | -95.2% | -21.1% |
| YTD | +34.0% | +61.7% | -27.7% | +15.3% |
| 1Y | +39.3% | +113.7% | -74.4% | +10.8% |
| 3Y | +128.9% | +267.7% | -138.9% | +48.2% |
| 5Y | +76.1% | +158.8% | -82.7% | +13.3% |
| All | +315.4% | +41.7% | +273.7% | +174.8% |
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 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