+276.7%
AXON vs FROG
+53.7%
+223.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.5% | +3.1% |
| 7D | -25.6% | +26.8% | -52.5% | -31.0% |
| 30D | -23.9% | +10.6% | -34.5% | -27.3% |
| 3M | -50.4% | +27.2% | -77.6% | -54.5% |
| 6M | -20.0% | +58.7% | -78.7% | -30.8% |
| YTD | -44.5% | +75.3% | -119.8% | -54.5% |
| 1Y | -44.9% | +71.1% | -116.0% | -54.7% |
| 3Y | +44.7% | +319.6% | -274.9% | -13.6% |
| 5Y | +86.7% | +195.7% | -109.0% | +12.3% |
| All | +276.7% | +53.7% | +223.1% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling