+1,002.2%
AXTI vs FROG
+24.4%
+977.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.6% | -6.6% |
| 7D | +15.1% | -2.2% | +17.3% | +15.7% |
| 30D | -12.3% | +3.0% | -15.3% | -13.4% |
| 3M | -24.1% | +10.3% | -34.5% | -26.1% |
| 6M | +46.0% | +116.7% | -70.6% | +16.0% |
| YTD | +295.7% | +41.9% | +253.8% | +245.1% |
| 1Y | +1,825.6% | +78.5% | +1,747.1% | +1,462.2% |
| 3Y | +2,630.0% | +224.1% | +2,405.8% | +1,646.1% |
| 5Y | +601.0% | +142.4% | +458.6% | +348.7% |
| All | +1,002.2% | +24.4% | +977.8% | +631.1% |
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