+295.6%
ASML vs FROG
+4.7%
+290.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.6% | +4.2% | -6.6% |
| 7D | -19.0% | -24.5% | +5.5% | -14.4% |
| 30D | -25.9% | -24.3% | -1.7% | -21.9% |
| 3M | -19.1% | -11.7% | -7.3% | -17.9% |
| 6M | -5.7% | +37.1% | -42.9% | -13.6% |
| YTD | +27.6% | +19.5% | +8.1% | +17.5% |
| 1Y | +30.8% | +61.8% | -31.0% | +10.7% |
| 3Y | +116.2% | +178.1% | -61.9% | +48.9% |
| 5Y | +67.7% | +91.2% | -23.6% | +15.5% |
| All | +295.6% | +4.7% | +290.9% | +180.2% |
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