+1,180.9%
AXON vs AWK
+146.2%
+1,034.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -28.7% | +1.2% | -29.9% | -28.9% |
| 30D | -28.3% | +15.8% | -44.1% | -30.6% |
| 3M | -46.9% | +11.0% | -57.9% | -48.1% |
| 6M | -24.9% | +21.0% | -45.9% | -28.2% |
| YTD | -46.6% | +16.7% | -63.3% | -48.7% |
| 1Y | -49.7% | +17.2% | -66.8% | -51.7% |
| 3Y | +40.6% | +29.2% | +11.4% | +26.5% |
| 5Y | +71.9% | -2.3% | +74.2% | +68.0% |
| 10Y | +1,180.9% | +150.5% | +1,030.3% | +1,087.2% |
| All | +1,180.9% | +146.2% | +1,034.6% | +1,087.2% |
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