+403.3%
AXON vs ESTC
+25.9%
+377.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.1% |
| 7D | +0.8% | +2.4% | -1.6% | -0.2% |
| 30D | -22.8% | -4.2% | -18.5% | -22.0% |
| 3M | -48.8% | +2.5% | -51.2% | -49.8% |
| 6M | -16.3% | +81.5% | -97.8% | -32.7% |
| YTD | -44.5% | +16.8% | -61.3% | -48.6% |
| 1Y | -43.4% | -3.5% | -39.9% | -44.7% |
| 3Y | +44.3% | +17.7% | +26.5% | +18.3% |
| 5Y | +85.1% | -51.7% | +136.8% | +92.4% |
| All | +403.3% | +25.9% | +377.4% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling