-39.9%
AXON vs AWK
+20.7%
-60.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.8% |
| 7D | +0.2% | +7.0% | -6.8% | +0.3% |
| 30D | +3.0% | +17.0% | -14.0% | +3.3% |
| 3M | -30.1% | +12.4% | -42.5% | -29.9% |
| 6M | +7.7% | +19.6% | -11.9% | +9.6% |
| YTD | -25.3% | +17.0% | -42.3% | -24.3% |
| 1Y | -39.9% | +20.0% | -59.9% | -39.3% |
| All | -39.9% | +20.7% | -60.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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