+143.0%
AXON vs ELF
-19.9%
+162.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.4% |
| 7D | -14.2% | +5.4% | -19.5% | -14.8% |
| 30D | -15.4% | +27.0% | -42.4% | -18.1% |
| 3M | +0.5% | +113.2% | -112.7% | -8.7% |
| 6M | -9.5% | +36.6% | -46.1% | -13.6% |
| YTD | -9.2% | +44.2% | -53.4% | -14.3% |
| 1Y | -29.4% | -18.0% | -11.4% | -29.7% |
| All | +143.0% | -19.9% | +162.8% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling