+261.3%
AXON vs FROG
+45.3%
+216.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.7% |
| 7D | -27.4% | +17.0% | -44.4% | -31.4% |
| 30D | -28.5% | +1.3% | -29.8% | -30.3% |
| 3M | -49.3% | +17.5% | -66.7% | -52.7% |
| 6M | -25.0% | +46.8% | -71.8% | -34.0% |
| YTD | -46.7% | +65.8% | -112.5% | -55.9% |
| 1Y | -48.3% | +61.0% | -109.2% | -56.9% |
| 3Y | +38.8% | +296.7% | -257.9% | -16.2% |
| 5Y | +77.7% | +177.8% | -100.1% | +8.2% |
| All | +261.3% | +45.3% | +216.0% | +139.2% |
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