+30.8%
ASML vs FROG
+58.5%
-27.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.6% | +4.2% | -8.3% |
| 7D | -19.0% | -24.5% | +5.5% | -17.5% |
| 30D | -25.9% | -24.3% | -1.7% | -24.6% |
| 3M | -19.1% | -11.7% | -7.3% | -18.1% |
| 6M | -5.7% | +37.1% | -42.9% | -5.2% |
| YTD | +27.6% | +19.5% | +8.1% | +27.8% |
| 1Y | +30.8% | +61.8% | -31.0% | +31.0% |
| All | +30.8% | +58.5% | -27.7% | +31.0% |
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