+672.1%
AXON vs ELAN
-25.7%
+697.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.5% |
| 7D | -2.5% | +0.3% | -2.7% | -2.6% |
| 30D | -11.5% | +8.4% | -19.8% | -13.2% |
| 3M | +7.3% | +1.2% | +6.1% | +6.5% |
| 6M | -11.9% | +2.6% | -14.6% | -13.8% |
| YTD | -11.0% | +5.9% | -16.9% | -13.7% |
| 1Y | -31.8% | +25.8% | -57.6% | -36.8% |
| 3Y | +135.4% | +106.8% | +28.6% | +74.7% |
| 5Y | +176.9% | -29.3% | +206.1% | +198.9% |
| All | +672.1% | -25.7% | +697.8% | +667.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling