-39.9%
AXON vs ELF
-3.2%
-36.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | +0.2% | -1.5% | +1.8% | +0.5% |
| 30D | +3.0% | +9.5% | -6.5% | +1.1% |
| 3M | -30.1% | +29.4% | -59.5% | -33.8% |
| 6M | +7.7% | +83.7% | -76.0% | -4.4% |
| YTD | -25.3% | +49.4% | -74.7% | -32.5% |
| 1Y | -39.9% | -3.9% | -36.0% | -42.0% |
| All | -39.9% | -3.2% | -36.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling