+3,135.7%
AXON vs ET
+1,312.4%
+1,823.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -27.4% | -1.9% | -25.5% | -27.0% |
| 30D | -28.5% | -3.1% | -25.4% | -27.9% |
| 3M | -49.3% | -3.9% | -45.3% | -48.8% |
| 6M | -25.0% | +4.0% | -29.0% | -26.3% |
| YTD | -46.7% | +26.4% | -73.1% | -51.0% |
| 1Y | -48.3% | +24.9% | -73.2% | -52.3% |
| 3Y | +38.8% | +85.2% | -46.4% | +13.0% |
| 5Y | +77.7% | +218.3% | -140.6% | +21.4% |
| 10Y | +1,028.0% | +172.0% | +856.1% | +624.8% |
| All | +3,135.7% | +1,312.4% | +1,823.3% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling