+612.8%
AXTI vs FROG
+59.4%
+553.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.8% |
| 7D | +7.6% | +12.5% | -4.9% | +3.9% |
| 30D | -32.1% | +23.5% | -55.6% | -36.4% |
| 3M | -46.0% | +19.4% | -65.4% | -49.3% |
| 6M | -65.7% | +77.0% | -142.7% | -71.3% |
| YTD | +155.9% | +81.9% | +74.0% | +105.0% |
| 1Y | +300.8% | +90.7% | +210.1% | +216.6% |
| 3Y | +1,981.6% | +328.5% | +1,653.1% | +1,115.5% |
| 5Y | +359.3% | +207.0% | +152.2% | +171.1% |
| All | +612.8% | +59.4% | +553.4% | +334.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling