+172.0%
AXON vs ELAN
-30.9%
+202.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -7.0% | -5.4% | -1.6% | -6.0% |
| 30D | -20.1% | +4.7% | -24.8% | -20.8% |
| 3M | +7.4% | -3.7% | +11.1% | +8.0% |
| 6M | -7.4% | -1.2% | -6.2% | -8.3% |
| YTD | -15.6% | +2.4% | -18.0% | -17.1% |
| 1Y | -36.2% | +23.4% | -59.6% | -39.7% |
| 3Y | +124.8% | +96.7% | +28.2% | +75.8% |
| All | +172.0% | -30.9% | +202.9% | +272.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling