+1,060.5%
AXON vs ES
+92.3%
+968.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +2.9% | +4.0% |
| 7D | -25.6% | +0.1% | -25.8% | -25.6% |
| 30D | -23.9% | +6.7% | -30.6% | -24.8% |
| 3M | -50.4% | +0.3% | -50.8% | -50.4% |
| 6M | -20.0% | +7.4% | -27.4% | -21.1% |
| YTD | -44.5% | +8.4% | -52.9% | -45.5% |
| 1Y | -44.9% | +0.6% | -45.5% | -45.2% |
| 3Y | +44.7% | +50.6% | -5.9% | +29.0% |
| 5Y | +86.7% | +4.8% | +81.9% | +80.3% |
| 10Y | +1,060.5% | +93.1% | +967.4% | +1,109.3% |
| All | +1,060.5% | +92.3% | +968.2% | +1,109.3% |
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