-0.3%
AXP vs FROG
+83.7%
-84.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.9% |
| 7D | -2.1% | -11.3% | +9.2% | -1.5% |
| 30D | -6.5% | +3.6% | -10.2% | -6.8% |
| 3M | +4.6% | +1.7% | +3.0% | +4.3% |
| 6M | +5.4% | +123.5% | -118.1% | -0.3% |
| YTD | -11.1% | +40.2% | -51.4% | -13.9% |
| 1Y | -0.3% | +81.0% | -81.3% | -5.9% |
| All | -0.3% | +83.7% | -84.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling