+44.3%
AXON vs ENB
+70.6%
-26.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.2% |
| 7D | -25.6% | -1.8% | -23.9% | -25.6% |
| 30D | -23.9% | +2.0% | -25.9% | -23.8% |
| 3M | -50.4% | -5.8% | -44.6% | -50.4% |
| 6M | -20.0% | -9.7% | -10.3% | -20.4% |
| YTD | -44.5% | +4.2% | -48.7% | -46.1% |
| 1Y | -44.9% | +3.2% | -48.1% | -46.3% |
| All | +44.3% | +70.6% | -26.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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