+119.7%
AXP vs FROG
+176.4%
-56.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.6% | +11.3% | -1.0% |
| 7D | +0.4% | -24.5% | +24.9% | +2.9% |
| 30D | +7.0% | -24.3% | +31.3% | +9.5% |
| 3M | -6.6% | -11.7% | +5.1% | -6.3% |
| 6M | +3.5% | +37.1% | -33.7% | -1.7% |
| YTD | -11.2% | +19.5% | -30.6% | -15.2% |
| 1Y | -10.2% | +61.8% | -72.0% | -18.4% |
| All | +119.7% | +176.4% | -56.7% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling