+383.8%
AXON vs ESTC
+28.9%
+354.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.9% | -8.0% | -4.8% |
| 7D | -28.7% | -1.2% | -27.6% | -28.5% |
| 30D | -28.3% | -8.1% | -20.2% | -26.5% |
| 3M | -46.9% | +20.2% | -67.1% | -50.9% |
| 6M | -24.9% | +72.7% | -97.6% | -38.5% |
| YTD | -46.6% | +19.6% | -66.3% | -51.0% |
| 1Y | -49.7% | +0.3% | -49.9% | -51.4% |
| 3Y | +40.6% | +22.8% | +17.8% | +13.5% |
| 5Y | +71.9% | -50.9% | +122.7% | +77.7% |
| All | +383.8% | +28.9% | +354.8% | +203.3% |
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