-43.4%
AXON vs ET
+25.8%
-69.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +0.8% | +2.5% | -1.8% | +1.8% |
| 30D | -22.8% | -2.5% | -20.3% | -23.4% |
| 3M | -48.8% | -4.9% | -43.9% | -49.8% |
| 6M | -16.3% | -0.1% | -16.2% | -16.6% |
| YTD | -44.5% | +26.2% | -70.7% | -36.9% |
| 1Y | -43.4% | +25.2% | -68.6% | -36.0% |
| All | -43.4% | +25.8% | -69.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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