-48.3%
AXON vs ESTC
-3.0%
-45.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.3% |
| 7D | -27.4% | -3.6% | -23.8% | -26.3% |
| 30D | -28.5% | -11.2% | -17.3% | -24.9% |
| 3M | -49.3% | +14.3% | -63.6% | -53.6% |
| 6M | -25.0% | +67.0% | -92.0% | -43.8% |
| YTD | -46.7% | +15.7% | -62.4% | -55.6% |
| 1Y | -48.3% | -6.3% | -42.0% | -56.5% |
| All | -48.3% | -3.0% | -45.2% | -56.5% |
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