+1,852.6%
AXON vs ES
+84.4%
+1,768.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -14.2% | +0.3% | -14.5% | -14.2% |
| 30D | -15.4% | -2.0% | -13.4% | -15.1% |
| 3M | +0.5% | +1.7% | -1.2% | +0.1% |
| 6M | -9.5% | -3.5% | -6.0% | -9.0% |
| YTD | -9.2% | +7.9% | -17.1% | -10.9% |
| 1Y | -29.4% | +17.2% | -46.5% | -32.1% |
| 3Y | +139.4% | +29.3% | +110.1% | +121.3% |
| 5Y | +178.9% | -5.7% | +184.7% | +176.6% |
| All | +1,852.6% | +84.4% | +1,768.2% | +1,847.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling