+1,852.6%
AXON vs SWK
+2.4%
+1,850.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.5% |
| 7D | -14.2% | -0.4% | -13.7% | -14.0% |
| 30D | -15.4% | -5.7% | -9.7% | -13.4% |
| 3M | +0.5% | +24.1% | -23.6% | -6.7% |
| 6M | -9.5% | +24.7% | -34.2% | -16.8% |
| YTD | -9.2% | +33.9% | -43.1% | -19.1% |
| 1Y | -29.4% | +34.7% | -64.1% | -37.6% |
| 3Y | +139.4% | +15.3% | +124.1% | +110.6% |
| 5Y | +178.9% | -39.3% | +218.2% | +213.4% |
| All | +1,852.6% | +2.4% | +1,850.1% | +1,250.9% |
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