+111.1%
AXP vs FROG
+198.7%
-87.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | -2.1% | -11.3% | +9.2% | -0.9% |
| 30D | -6.5% | +3.6% | -10.2% | -7.1% |
| 3M | +4.6% | +1.7% | +3.0% | +3.9% |
| 6M | +5.4% | +123.5% | -118.1% | -5.6% |
| YTD | -11.1% | +40.2% | -51.4% | -16.3% |
| 1Y | -0.3% | +81.0% | -81.3% | -10.2% |
| All | +111.1% | +198.7% | -87.6% | +64.5% |
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 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