+1,016.4%
AXON vs AWK
+153.6%
+862.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -19.7% | -2.6% | -17.1% | -19.2% |
| 30D | -25.7% | +14.2% | -39.9% | -27.9% |
| 3M | -48.8% | +10.0% | -58.8% | -49.9% |
| 6M | -22.0% | +17.1% | -39.1% | -24.9% |
| YTD | -45.9% | +16.1% | -62.1% | -48.0% |
| 1Y | -46.1% | +17.5% | -63.6% | -48.4% |
| 3Y | +40.9% | +29.3% | +11.6% | +26.4% |
| 5Y | +80.2% | -3.5% | +83.7% | +76.7% |
| All | +1,016.4% | +153.6% | +862.8% | +867.8% |
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