+182.3%
AXON vs AWK
-15.4%
+197.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.2% |
| 7D | -14.2% | +1.7% | -15.9% | -14.3% |
| 30D | -15.4% | +5.6% | -21.0% | -16.0% |
| 3M | +0.5% | +15.9% | -15.4% | -1.5% |
| 6M | -9.5% | +4.6% | -14.1% | -10.1% |
| YTD | -9.2% | +10.1% | -19.3% | -10.6% |
| 1Y | -29.4% | +2.1% | -31.5% | -29.7% |
| 3Y | +139.4% | +9.8% | +129.6% | +127.5% |
| All | +182.3% | -15.4% | +197.7% | +173.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling