+5,374.2%
AXON vs AWK
+969.7%
+4,404.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.1% |
| 7D | -14.2% | +1.7% | -15.9% | -14.7% |
| 30D | -15.4% | +5.6% | -21.0% | -17.1% |
| 3M | +0.5% | +15.9% | -15.4% | -4.9% |
| 6M | -9.5% | +4.6% | -14.1% | -11.5% |
| YTD | -9.2% | +10.1% | -19.3% | -13.1% |
| 1Y | -29.4% | +2.1% | -31.5% | -30.8% |
| 3Y | +139.4% | +9.8% | +129.6% | +120.1% |
| 5Y | +178.9% | -15.4% | +194.3% | +183.3% |
| 10Y | +1,840.8% | +129.4% | +1,711.4% | +1,074.4% |
| All | +5,374.2% | +969.7% | +4,404.5% | +1,187.8% |
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 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