+44.3%
AXON vs ETR
+155.6%
-111.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -25.6% | +0.1% | -25.7% | -25.6% |
| 30D | -23.9% | +7.7% | -31.6% | -24.5% |
| 3M | -50.4% | +5.7% | -56.1% | -50.7% |
| 6M | -20.0% | -0.3% | -19.7% | -20.1% |
| YTD | -44.5% | +23.4% | -67.8% | -47.3% |
| 1Y | -44.9% | +18.5% | -63.4% | -47.2% |
| All | +44.3% | +155.6% | -111.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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