+83,065.2%
AXON vs ECL
+1,953.2%
+81,112.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -6.9% | -8.0% |
| 7D | -12.7% | +1.7% | -14.3% | -13.5% |
| 30D | -8.6% | +8.9% | -17.5% | -13.2% |
| 3M | -37.2% | +7.4% | -44.6% | -39.8% |
| 6M | +0.5% | +19.3% | -18.8% | -10.2% |
| YTD | -32.6% | +17.4% | -50.1% | -39.5% |
| 1Y | -40.2% | +19.4% | -59.6% | -46.9% |
| 3Y | +76.1% | +80.5% | -4.4% | +18.3% |
| 5Y | +109.5% | +40.2% | +69.2% | +61.8% |
| 10Y | +1,640.5% | +207.8% | +1,432.7% | +650.8% |
| All | +83,065.2% | +1,953.2% | +81,112.0% | +12,337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling