+83,065.2%
AXON vs ES
+768.6%
+82,296.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +2.1% | -11.9% | -10.6% |
| 7D | -12.7% | +5.9% | -18.6% | -14.6% |
| 30D | -8.6% | +10.2% | -18.8% | -11.9% |
| 3M | -37.2% | +0.4% | -37.6% | -37.4% |
| 6M | +0.5% | +6.9% | -6.4% | -2.3% |
| YTD | -32.6% | +10.5% | -43.2% | -35.6% |
| 1Y | -40.2% | +3.2% | -43.4% | -41.6% |
| 3Y | +76.1% | +49.0% | +27.0% | +44.1% |
| 5Y | +109.5% | +4.5% | +105.0% | +94.3% |
| 10Y | +1,640.5% | +92.3% | +1,548.2% | +1,031.3% |
| All | +83,065.2% | +768.6% | +82,296.6% | +28,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling