+86.1%
AXP vs FROG
+207.6%
-121.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.5% |
| 7D | -0.1% | +12.5% | -12.6% | -1.6% |
| 30D | +4.4% | +23.5% | -19.1% | +0.7% |
| 3M | -6.4% | +19.4% | -25.8% | -9.7% |
| 6M | +4.2% | +77.0% | -72.8% | -5.8% |
| YTD | -12.4% | +81.9% | -94.2% | -22.6% |
| 1Y | -11.1% | +90.7% | -101.8% | -22.2% |
| 3Y | +114.9% | +328.5% | -213.7% | +53.0% |
| All | +86.1% | +207.6% | -121.5% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling