+88.4%
AXON vs ELAN
-18.8%
+107.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.5% |
| 7D | +0.8% | +4.0% | -3.3% | 0.0% |
| 30D | -22.8% | +18.8% | -41.5% | -25.6% |
| 3M | -48.8% | +19.0% | -67.7% | -50.6% |
| 6M | -16.3% | +22.8% | -39.1% | -20.2% |
| YTD | -44.5% | +18.3% | -62.8% | -47.1% |
| 1Y | -43.4% | +21.8% | -65.2% | -46.5% |
| 3Y | +44.3% | +153.8% | -109.6% | +5.3% |
| All | +88.4% | -18.8% | +107.3% | +177.9% |
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