+1,180.9%
AXON vs ECL
+205.6%
+975.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.2% | -4.2% |
| 7D | -28.7% | -0.5% | -28.2% | -28.3% |
| 30D | -28.3% | +8.8% | -37.1% | -31.3% |
| 3M | -46.9% | +7.8% | -54.8% | -48.9% |
| 6M | -24.9% | +21.3% | -46.2% | -32.2% |
| YTD | -46.6% | +17.8% | -64.4% | -51.4% |
| 1Y | -49.7% | +21.1% | -70.7% | -54.9% |
| 3Y | +40.6% | +80.1% | -39.5% | -0.6% |
| 5Y | +71.9% | +40.5% | +31.4% | +36.4% |
| 10Y | +1,180.9% | +197.7% | +983.1% | +613.5% |
| All | +1,180.9% | +205.6% | +975.3% | +613.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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