+93.0%
ASML vs FROG
+170.5%
-77.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.6% |
| 7D | -2.9% | +17.0% | -19.9% | -6.8% |
| 30D | -15.2% | +1.3% | -16.5% | -16.4% |
| 3M | -12.9% | +17.5% | -30.4% | -17.5% |
| 6M | -5.0% | +46.8% | -51.8% | -15.2% |
| YTD | +41.8% | +65.8% | -24.0% | +19.7% |
| 1Y | +46.0% | +61.0% | -14.9% | +23.9% |
| 3Y | +133.5% | +296.7% | -163.3% | +35.2% |
| 5Y | +93.0% | +177.8% | -84.8% | +15.9% |
| All | +93.0% | +170.5% | -77.5% | +15.9% |
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