+182.3%
AXON vs ECL
+31.2%
+151.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -14.2% | -2.6% | -11.6% | -12.8% |
| 30D | -15.4% | -2.2% | -13.2% | -14.2% |
| 3M | +0.5% | +10.1% | -9.6% | -4.5% |
| 6M | -9.5% | -5.7% | -3.8% | -6.7% |
| YTD | -9.2% | +7.0% | -16.2% | -13.2% |
| 1Y | -29.4% | +2.7% | -32.0% | -31.2% |
| 3Y | +139.4% | +57.7% | +81.7% | +77.5% |
| All | +182.3% | +31.2% | +151.1% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling