-43.4%
AXON vs FROG
+85.3%
-128.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.4% |
| 7D | +0.8% | +12.5% | -11.7% | -0.5% |
| 30D | -22.8% | +23.5% | -46.3% | -23.5% |
| 3M | -48.8% | +19.4% | -68.2% | -49.1% |
| 6M | -16.3% | +77.0% | -93.3% | -23.5% |
| YTD | -44.5% | +81.9% | -126.3% | -51.9% |
| 1Y | -43.4% | +90.7% | -134.1% | -50.5% |
| All | -43.4% | +85.3% | -128.7% | -50.5% |
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 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