+80.2%
AXON vs ETR
+158.6%
-78.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -19.7% | +1.5% | -21.2% | -19.9% |
| 30D | -25.7% | +6.6% | -32.3% | -26.3% |
| 3M | -48.8% | +4.4% | -53.2% | -49.1% |
| 6M | -22.0% | -0.3% | -21.7% | -22.1% |
| YTD | -45.9% | +23.3% | -69.2% | -48.4% |
| 1Y | -46.1% | +18.9% | -64.9% | -48.2% |
| 3Y | +40.9% | +155.5% | -114.6% | +20.2% |
| 5Y | +80.2% | +159.9% | -79.7% | +54.8% |
| All | +80.2% | +158.6% | -78.4% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling