-46.1%
AXON vs ELV
+39.2%
-85.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -19.7% | -0.5% | -19.2% | -19.7% |
| 30D | -25.7% | +1.1% | -26.8% | -25.7% |
| 3M | -48.8% | +8.2% | -57.0% | -48.6% |
| 6M | -22.0% | +10.2% | -32.2% | -21.7% |
| YTD | -45.9% | +24.4% | -70.4% | -44.9% |
| 1Y | -46.1% | +33.8% | -79.9% | -47.1% |
| All | -46.1% | +39.2% | -85.3% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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