+129.8%
AXON vs ELAN
+102.3%
+27.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.8% |
| 7D | -3.3% | -4.6% | +1.2% | -2.8% |
| 30D | -17.8% | +5.7% | -23.5% | -18.3% |
| 3M | +8.3% | -3.9% | +12.2% | +8.7% |
| 6M | -12.4% | -1.6% | -10.7% | -12.8% |
| YTD | -13.7% | +4.1% | -17.8% | -14.7% |
| 1Y | -33.1% | +25.5% | -58.6% | -35.1% |
| All | +129.8% | +102.3% | +27.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling