+229.7%
AXP vs FROG
+45.3%
+184.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.1% |
| 7D | -0.6% | +17.0% | -17.6% | -2.6% |
| 30D | +5.0% | +1.3% | +3.7% | +4.1% |
| 3M | -4.2% | +17.5% | -21.7% | -6.8% |
| 6M | +2.9% | +46.8% | -43.8% | -2.6% |
| YTD | -11.6% | +65.8% | -77.4% | -18.6% |
| 1Y | -11.1% | +61.0% | -72.1% | -18.0% |
| 3Y | +116.7% | +296.7% | -180.0% | +74.8% |
| 5Y | +89.6% | +177.8% | -88.2% | +46.9% |
| All | +229.7% | +45.3% | +184.4% | +148.5% |
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