-29.4%
AXON vs ITW
+5.8%
-35.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -14.2% | -3.6% | -10.6% | -13.7% |
| 30D | -15.4% | -9.1% | -6.2% | -14.3% |
| 3M | +0.5% | +8.2% | -7.7% | +2.2% |
| 6M | -9.5% | -4.8% | -4.7% | -9.2% |
| YTD | -9.2% | +11.0% | -20.2% | -12.1% |
| 1Y | -29.4% | +4.2% | -33.6% | -30.0% |
| All | -29.4% | +5.8% | -35.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling