+138.7%
AXON vs ELV
-4.6%
+143.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -4.3% |
| 7D | -14.2% | +3.3% | -17.5% | -13.9% |
| 30D | -15.4% | +4.2% | -19.5% | -15.1% |
| 3M | +0.5% | -0.1% | +0.6% | +0.5% |
| 6M | -9.5% | +41.3% | -50.8% | -5.7% |
| YTD | -9.2% | +17.4% | -26.6% | -6.7% |
| 1Y | -29.4% | +35.1% | -64.4% | -26.2% |
| All | +138.7% | -4.6% | +143.3% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling