+1,854.5%
AXON vs AWK
+126.2%
+1,728.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -2.5% | +2.2% | -4.7% | -3.0% |
| 30D | -11.5% | +4.4% | -15.9% | -12.4% |
| 3M | +7.3% | +15.4% | -8.1% | +3.7% |
| 6M | -11.9% | +3.5% | -15.5% | -12.9% |
| YTD | -11.0% | +9.8% | -20.8% | -13.3% |
| 1Y | -31.8% | +3.0% | -34.7% | -32.7% |
| 3Y | +135.4% | +9.7% | +125.7% | +122.1% |
| 5Y | +176.9% | -17.2% | +194.0% | +182.9% |
| 10Y | +1,854.5% | +126.1% | +1,728.4% | +1,600.0% |
| All | +1,854.5% | +126.2% | +1,728.3% | +1,600.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling