+44.3%
AXON vs FROG
+274.0%
-229.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +35.3% | -53.5% | -22.8% |
| 7D | -26.8% | +7.0% | -33.8% | -27.7% |
| 30D | -22.9% | +2.9% | -25.8% | -23.5% |
| 3M | -40.1% | +21.6% | -61.7% | -42.6% |
| 6M | -18.9% | +87.7% | -106.5% | -28.5% |
| YTD | -44.9% | +61.7% | -106.6% | -51.2% |
| 1Y | -46.7% | +113.7% | -160.4% | -55.3% |
| 3Y | +44.3% | +267.7% | -223.4% | +6.7% |
| All | +44.3% | +274.0% | -229.7% | +6.7% |
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