+399.4%
ASML vs FROG
+22.9%
+376.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +4.8% |
| 7D | +1.1% | -11.3% | +12.4% | +3.4% |
| 30D | +2.2% | +3.6% | -1.5% | +1.0% |
| 3M | -2.3% | +1.7% | -4.0% | -3.5% |
| 6M | +23.0% | +123.5% | -100.6% | +1.9% |
| YTD | +61.1% | +40.2% | +20.8% | +44.6% |
| 1Y | +129.1% | +81.0% | +48.1% | +91.1% |
| 3Y | +165.4% | +194.8% | -29.4% | +82.6% |
| 5Y | +109.5% | +131.8% | -22.3% | +39.7% |
| All | +399.4% | +22.9% | +376.5% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling