+128.9%
ASML vs FROG
+274.0%
-145.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +35.3% | -30.3% | +0.4% |
| 7D | -9.0% | +7.0% | -16.0% | -10.4% |
| 30D | -21.0% | +2.9% | -23.8% | -21.9% |
| 3M | -16.3% | +21.6% | -37.9% | -19.2% |
| 6M | -7.5% | +87.7% | -95.2% | -15.8% |
| YTD | +34.0% | +61.7% | -27.7% | +23.3% |
| 1Y | +39.3% | +113.7% | -74.4% | +21.5% |
| 3Y | +128.9% | +267.7% | -138.9% | +69.0% |
| All | +128.9% | +274.0% | -145.1% | +69.0% |
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 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