+117.0%
AXP vs FROG
+129.7%
-12.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.6% |
| 7D | -2.1% | -11.3% | +9.2% | -0.5% |
| 30D | -6.5% | +3.6% | -10.2% | -7.3% |
| 3M | +4.6% | +1.7% | +3.0% | +3.6% |
| 6M | +5.4% | +123.5% | -118.1% | -8.4% |
| YTD | -11.1% | +40.2% | -51.4% | -17.9% |
| 1Y | -0.3% | +81.0% | -81.3% | -12.6% |
| 3Y | +111.6% | +194.8% | -83.2% | +61.2% |
| All | +117.0% | +129.7% | -12.7% | +73.0% |
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