+77.7%
AXON vs ESTC
-52.1%
+129.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.9% |
| 7D | -27.4% | -3.6% | -23.8% | -26.6% |
| 30D | -28.5% | -11.2% | -17.3% | -26.0% |
| 3M | -49.3% | +14.3% | -63.6% | -52.0% |
| 6M | -25.0% | +67.0% | -92.0% | -37.2% |
| YTD | -46.7% | +15.7% | -62.4% | -50.5% |
| 1Y | -48.3% | -6.3% | -42.0% | -49.2% |
| 3Y | +38.8% | +14.5% | +24.3% | +16.3% |
| 5Y | +77.7% | -49.9% | +127.6% | +74.6% |
| All | +77.7% | -52.1% | +129.8% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling