+143.0%
AXON vs FROG
+198.7%
-55.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.5% |
| 7D | -14.2% | -11.3% | -2.9% | -12.0% |
| 30D | -15.4% | +3.6% | -19.0% | -16.1% |
| 3M | +0.5% | +1.7% | -1.2% | -0.2% |
| 6M | -9.5% | +123.5% | -133.0% | -23.1% |
| YTD | -9.2% | +40.2% | -49.5% | -17.1% |
| 1Y | -29.4% | +81.0% | -110.4% | -38.7% |
| All | +143.0% | +198.7% | -55.7% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling