+181.1%
AXON vs JAAA
+30.2%
+150.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -27.4% | +0.1% | -27.5% | -27.5% |
| 30D | -28.5% | +0.4% | -28.9% | -28.9% |
| 3M | -49.3% | +1.2% | -50.4% | -50.1% |
| 6M | -25.0% | +2.3% | -27.3% | -27.4% |
| YTD | -46.7% | +3.9% | -50.7% | -49.6% |
| 1Y | -48.3% | +4.8% | -53.0% | -51.6% |
| 3Y | +38.8% | +18.5% | +20.4% | +20.8% |
| 5Y | +77.7% | +27.5% | +50.2% | +44.6% |
| All | +181.1% | +30.2% | +150.9% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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