+456.7%
AXTI vs FROG
+83.7%
+373.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -6.5% |
| 7D | -26.2% | -14.1% | -12.1% | -21.9% |
| 30D | -45.1% | -11.8% | -33.4% | -42.4% |
| 3M | -27.2% | +0.1% | -27.3% | -26.8% |
| 6M | -55.2% | +64.2% | -119.4% | -59.1% |
| YTD | +190.8% | +38.2% | +152.5% | +172.5% |
| 1Y | +456.7% | +85.4% | +371.3% | +385.3% |
| All | +456.7% | +83.7% | +373.0% | +385.3% |
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 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