+1,726.0%
AXON vs ELF
+357.0%
+1,369.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.5% |
| 7D | -14.2% | +5.4% | -19.5% | -15.0% |
| 30D | -15.4% | +27.0% | -42.4% | -19.2% |
| 3M | +0.5% | +113.2% | -112.7% | -12.4% |
| 6M | -9.5% | +36.6% | -46.1% | -15.2% |
| YTD | -9.2% | +44.2% | -53.4% | -16.4% |
| 1Y | -29.4% | -18.0% | -11.4% | -29.3% |
| 3Y | +139.4% | -19.9% | +159.3% | +121.6% |
| 5Y | +178.9% | +257.7% | -78.8% | +77.7% |
| All | +1,726.0% | +357.0% | +1,369.1% | +829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling