+3,222.7%
AXON vs AWK
+1,042.6%
+2,180.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.4% | -16.8% | -17.7% |
| 7D | -26.8% | +4.1% | -30.9% | -27.9% |
| 30D | -22.9% | +18.0% | -40.9% | -27.4% |
| 3M | -40.1% | +12.2% | -52.3% | -42.6% |
| 6M | -18.9% | +21.2% | -40.1% | -24.7% |
| YTD | -44.9% | +17.6% | -62.4% | -48.5% |
| 1Y | -46.7% | +19.2% | -65.9% | -50.5% |
| 3Y | +44.3% | +26.7% | +17.6% | +25.3% |
| 5Y | +71.4% | -1.3% | +72.7% | +64.0% |
| 10Y | +1,324.0% | +159.7% | +1,164.4% | +715.0% |
| All | +3,222.7% | +1,042.6% | +2,180.1% | +662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling