+76.4%
AXON vs ESTC
+15.4%
+61.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -6.1% | -3.7% | -8.1% |
| 7D | -12.7% | -18.5% | +5.8% | -7.5% |
| 30D | -8.6% | -11.0% | +2.4% | -5.6% |
| 3M | -37.2% | +20.8% | -58.0% | -40.8% |
| 6M | +0.5% | +67.9% | -67.4% | -12.8% |
| YTD | -32.6% | +11.6% | -44.3% | -36.7% |
| 1Y | -40.2% | -3.3% | -36.9% | -42.5% |
| All | +76.4% | +15.4% | +61.0% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling