-29.4%
AXON vs ESTC
+7.3%
-36.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -2.1% |
| 7D | -14.2% | -8.1% | -6.1% | -10.7% |
| 30D | -15.4% | +31.7% | -47.1% | -26.8% |
| 3M | +0.5% | +41.1% | -40.6% | -16.2% |
| 6M | -9.5% | +77.1% | -86.6% | -32.4% |
| YTD | -9.2% | +21.7% | -30.9% | -24.7% |
| 1Y | -29.4% | +8.4% | -37.8% | -40.4% |
| All | -29.4% | +7.3% | -36.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling