-39.9%
AXON vs FROG
+83.7%
-123.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +2.3% |
| 7D | +0.2% | -14.1% | +14.3% | +3.3% |
| 30D | +3.0% | -11.8% | +14.8% | +5.3% |
| 3M | -30.1% | +0.1% | -30.3% | -30.7% |
| 6M | +7.7% | +64.2% | -56.5% | -2.7% |
| YTD | -25.3% | +38.2% | -63.5% | -33.5% |
| 1Y | -39.9% | +85.4% | -125.3% | -48.8% |
| All | -39.9% | +83.7% | -123.6% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling