+135.4%
AXON vs ITW
+21.4%
+114.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -2.5% | -0.4% | -2.0% | -2.3% |
| 30D | -11.5% | -9.4% | -2.1% | -8.8% |
| 3M | +7.3% | +7.1% | +0.2% | +5.9% |
| 6M | -11.9% | -1.9% | -10.1% | -11.2% |
| YTD | -11.0% | +10.4% | -21.5% | -14.7% |
| 1Y | -31.8% | +3.3% | -35.1% | -32.9% |
| 3Y | +135.4% | +21.0% | +114.4% | +106.8% |
| All | +135.4% | +21.4% | +114.0% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling