+143.0%
AXON vs ESTC
+25.2%
+117.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.0% |
| 7D | -14.2% | -8.1% | -6.1% | -12.1% |
| 30D | -15.4% | +31.7% | -47.1% | -21.9% |
| 3M | +0.5% | +41.1% | -40.6% | -9.0% |
| 6M | -9.5% | +77.1% | -86.6% | -22.6% |
| YTD | -9.2% | +21.7% | -30.9% | -16.5% |
| 1Y | -29.4% | +8.4% | -37.8% | -34.0% |
| All | +143.0% | +25.2% | +117.8% | +121.5% |
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 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