+276.7%
AXON vs FROG
+59.4%
+217.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.1% |
| 7D | +0.8% | +12.5% | -11.7% | -1.8% |
| 30D | -22.8% | +23.5% | -46.3% | -28.1% |
| 3M | -48.8% | +19.4% | -68.2% | -52.1% |
| 6M | -16.3% | +77.0% | -93.3% | -29.3% |
| YTD | -44.5% | +81.9% | -126.3% | -54.9% |
| 1Y | -43.4% | +90.7% | -134.1% | -54.7% |
| 3Y | +44.3% | +328.5% | -284.3% | -14.1% |
| 5Y | +85.1% | +207.0% | -121.9% | +10.4% |
| All | +276.7% | +59.4% | +217.3% | +144.6% |
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