+399.4%
AXON vs ESTC
+23.0%
+376.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.2% | -20.4% | -18.9% |
| 7D | -26.8% | -11.5% | -15.3% | -23.8% |
| 30D | -22.9% | -7.5% | -15.4% | -21.0% |
| 3M | -40.1% | +23.1% | -63.2% | -44.9% |
| 6M | -18.9% | +75.3% | -94.2% | -33.8% |
| YTD | -44.9% | +14.1% | -59.0% | -48.5% |
| 1Y | -46.7% | -0.6% | -46.1% | -48.3% |
| 3Y | +44.3% | +20.8% | +23.5% | +17.1% |
| 5Y | +71.4% | -48.8% | +120.1% | +73.9% |
| All | +399.4% | +23.0% | +376.5% | +218.6% |
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