+67,943.5%
AXON vs EL
+610.0%
+67,333.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.2% | -20.4% | -19.0% |
| 7D | -26.8% | +0.8% | -27.6% | -27.2% |
| 30D | -22.9% | +16.5% | -39.4% | -27.4% |
| 3M | -40.1% | +29.2% | -69.3% | -46.0% |
| 6M | -18.9% | +27.9% | -46.8% | -27.2% |
| YTD | -44.9% | +6.2% | -51.1% | -48.0% |
| 1Y | -46.7% | +27.2% | -73.9% | -53.2% |
| 3Y | +44.3% | +3.2% | +41.1% | +23.8% |
| 5Y | +71.4% | -66.0% | +137.4% | +135.0% |
| 10Y | +1,324.0% | +58.3% | +1,265.7% | +835.6% |
| All | +67,943.5% | +610.0% | +67,333.4% | +21,131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling