+356.3%
AXTI vs FROG
+207.6%
+148.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.9% |
| 7D | +7.6% | +12.5% | -4.9% | +3.5% |
| 30D | -32.1% | +23.5% | -55.6% | -36.9% |
| 3M | -46.0% | +19.4% | -65.4% | -49.7% |
| 6M | -65.7% | +77.0% | -142.7% | -71.9% |
| YTD | +155.9% | +81.9% | +74.0% | +99.9% |
| 1Y | +300.8% | +90.7% | +210.1% | +208.2% |
| 3Y | +1,981.6% | +328.5% | +1,653.1% | +1,001.2% |
| All | +356.3% | +207.6% | +148.7% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling