+227.2%
AXP vs FROG
+41.7%
+185.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.6% | -4.5% |
| 7D | +0.6% | +7.0% | -6.4% | -0.6% |
| 30D | +5.8% | +2.9% | +2.9% | +4.8% |
| 3M | -6.0% | +21.6% | -27.6% | -8.9% |
| 6M | +0.3% | +87.7% | -87.4% | -7.9% |
| YTD | -12.3% | +61.7% | -73.9% | -19.0% |
| 1Y | -11.2% | +113.7% | -124.9% | -21.2% |
| 3Y | +117.0% | +267.7% | -150.7% | +76.4% |
| 5Y | +93.2% | +158.8% | -65.6% | +49.7% |
| All | +227.2% | +41.7% | +185.5% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling