-48.1%
AXON vs EL
+30.3%
-78.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -6.0% | -3.9% |
| 7D | -28.7% | +8.0% | -36.7% | -30.2% |
| 30D | -28.3% | +15.4% | -43.7% | -31.1% |
| 3M | -46.9% | +28.5% | -75.4% | -50.4% |
| 6M | -24.9% | +32.2% | -57.1% | -30.5% |
| YTD | -46.6% | +9.2% | -55.8% | -50.9% |
| All | -48.1% | +30.3% | -78.4% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling