+108.6%
ASML vs FROG
+129.7%
-21.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +4.9% |
| 7D | +1.1% | -11.3% | +12.4% | +3.7% |
| 30D | +2.2% | +3.6% | -1.5% | +0.9% |
| 3M | -2.3% | +1.7% | -4.0% | -3.7% |
| 6M | +23.0% | +123.5% | -100.6% | -0.2% |
| YTD | +61.1% | +40.2% | +20.8% | +43.0% |
| 1Y | +129.1% | +81.0% | +48.1% | +86.7% |
| 3Y | +165.4% | +194.8% | -29.4% | +69.5% |
| All | +108.6% | +129.7% | -21.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling