+68,471.7%
AXON vs ITW
+1,414.2%
+67,057.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.5% |
| 7D | +0.8% | +2.3% | -1.6% | -0.7% |
| 30D | -22.8% | +6.7% | -29.5% | -25.6% |
| 3M | -48.8% | -0.5% | -48.2% | -48.5% |
| 6M | -16.3% | +16.4% | -32.7% | -23.7% |
| YTD | -44.5% | +19.0% | -63.4% | -50.8% |
| 1Y | -43.4% | +20.2% | -63.6% | -50.3% |
| 3Y | +44.3% | +33.1% | +11.2% | +16.3% |
| 5Y | +85.1% | +35.7% | +49.4% | +45.4% |
| 10Y | +1,060.5% | +194.0% | +866.5% | +407.9% |
| All | +68,471.7% | +1,414.2% | +67,057.5% | +11,871.9% |
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