+1,617.1%
AXON vs SWK
+30.0%
+1,587.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.6% | -7.2% | -8.9% |
| 7D | -12.7% | +11.3% | -23.9% | -16.0% |
| 30D | -8.6% | +28.1% | -36.7% | -16.3% |
| 3M | -37.2% | +12.6% | -49.8% | -39.8% |
| 6M | +0.5% | +51.7% | -51.2% | -13.3% |
| YTD | -32.6% | +60.0% | -92.6% | -43.7% |
| 1Y | -40.2% | +72.7% | -112.9% | -51.4% |
| 3Y | +76.1% | +46.3% | +29.8% | +41.9% |
| 5Y | +109.5% | -24.6% | +134.1% | +117.5% |
| All | +1,617.1% | +30.0% | +1,587.0% | +931.5% |
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