+515.9%
AXON vs FROG
+22.9%
+493.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.3% |
| 7D | -14.2% | -11.3% | -2.9% | -11.5% |
| 30D | -15.4% | +3.6% | -19.0% | -16.3% |
| 3M | +0.5% | +1.7% | -1.2% | -0.5% |
| 6M | -9.5% | +123.5% | -133.0% | -27.6% |
| YTD | -9.2% | +40.2% | -49.5% | -19.5% |
| 1Y | -29.4% | +81.0% | -110.4% | -42.1% |
| 3Y | +139.4% | +194.8% | -55.3% | +60.4% |
| 5Y | +178.9% | +131.8% | +47.1% | +81.7% |
| All | +515.9% | +22.9% | +493.0% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling