+971.3%
AXON vs ELF
+393.8%
+577.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -27.4% | +6.3% | -33.7% | -28.3% |
| 30D | -28.5% | +8.5% | -37.0% | -29.6% |
| 3M | -49.3% | +24.4% | -73.7% | -51.4% |
| 6M | -25.0% | +94.7% | -119.8% | -34.0% |
| YTD | -46.7% | +55.9% | -102.6% | -51.7% |
| 1Y | -48.3% | +48.4% | -96.7% | -52.8% |
| 3Y | +38.8% | +24.6% | +14.2% | +17.7% |
| 5Y | +77.7% | +285.0% | -207.3% | +11.6% |
| 10Y | +1,028.0% | +357.2% | +670.8% | +462.8% |
| All | +971.3% | +393.8% | +577.5% | +436.2% |
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