+950.1%
AXTI vs FROG
+22.9%
+927.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.3% | +13.0% | +10.7% |
| 7D | +5.1% | -11.3% | +16.4% | +9.2% |
| 30D | -10.2% | +3.6% | -13.8% | -11.1% |
| 3M | -41.8% | +1.7% | -43.5% | -41.8% |
| 6M | +57.5% | +123.5% | -66.0% | +24.2% |
| YTD | +277.0% | +40.2% | +236.8% | +230.3% |
| 1Y | +1,982.4% | +81.0% | +1,901.4% | +1,584.5% |
| 3Y | +2,234.8% | +194.8% | +2,040.1% | +1,438.6% |
| 5Y | +528.3% | +131.8% | +396.5% | +306.0% |
| All | +950.1% | +22.9% | +927.2% | +599.6% |
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