+65,669.6%
AXON vs ITW
+1,417.0%
+64,252.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -27.4% | +0.5% | -27.9% | -27.4% |
| 30D | -28.5% | +9.1% | -37.5% | -32.0% |
| 3M | -49.3% | -1.6% | -47.7% | -48.7% |
| 6M | -25.0% | +14.5% | -39.5% | -31.0% |
| YTD | -46.7% | +19.2% | -65.9% | -52.9% |
| 1Y | -48.3% | +20.9% | -69.2% | -54.7% |
| 3Y | +38.8% | +33.1% | +5.7% | +11.8% |
| 5Y | +77.7% | +38.2% | +39.5% | +37.9% |
| 10Y | +1,028.0% | +196.2% | +831.9% | +391.2% |
| All | +65,669.6% | +1,417.0% | +64,252.6% | +11,367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling