+164.9%
ASML vs FROG
+198.7%
-33.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +4.6% |
| 7D | +1.1% | -11.3% | +12.4% | +2.7% |
| 30D | +2.2% | +3.6% | -1.5% | +1.4% |
| 3M | -2.3% | +1.7% | -4.0% | -3.1% |
| 6M | +23.0% | +123.5% | -100.6% | +9.2% |
| YTD | +61.1% | +40.2% | +20.8% | +51.2% |
| 1Y | +129.1% | +81.0% | +48.1% | +103.8% |
| All | +164.9% | +198.7% | -33.7% | +103.8% |
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 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