+356.9%
AXON vs FROG
+4.7%
+352.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -13.6% | +3.8% | -6.4% |
| 7D | -12.7% | -24.5% | +11.8% | -6.5% |
| 30D | -8.6% | -24.3% | +15.6% | -2.5% |
| 3M | -37.2% | -11.7% | -25.5% | -35.9% |
| 6M | +0.5% | +37.1% | -36.6% | -9.1% |
| YTD | -32.6% | +19.5% | -52.1% | -38.3% |
| 1Y | -40.2% | +61.8% | -102.0% | -50.0% |
| 3Y | +76.1% | +178.1% | -102.0% | +18.6% |
| 5Y | +109.5% | +91.2% | +18.2% | +42.3% |
| All | +356.9% | +4.7% | +352.2% | +234.3% |
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