+1,304.8%
AXON vs SWK
+29.6%
+1,275.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.4% | -17.8% | -18.1% |
| 7D | -26.8% | +11.0% | -37.9% | -29.6% |
| 30D | -22.9% | +30.1% | -53.0% | -29.8% |
| 3M | -40.1% | +14.7% | -54.7% | -42.9% |
| 6M | -18.9% | +44.5% | -63.4% | -28.8% |
| YTD | -44.9% | +59.4% | -104.3% | -53.9% |
| 1Y | -46.7% | +77.5% | -124.2% | -57.1% |
| 3Y | +44.3% | +49.5% | -5.1% | +15.3% |
| 5Y | +71.4% | -24.9% | +96.3% | +78.2% |
| All | +1,304.8% | +29.6% | +1,275.3% | +745.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling